To answer your questions:
#1: No,
#2: No,
#3: No. Well, maybe
Why #1: You don't upgrade distributions as a whole. You upgrade the packages and such that are included with the distribution. Distributions such as Gentoo ease the pain by automating this for you. No more updating dependancies manually or anything. It just works (so I heard. Ask Xneon, he is the gentoo nut)
Why #2: There "may" be some nice graphical scripts to help you create a rc.firewall script for iptables, but I have always done this manually. It's not hard, and there are alot of example files out there. Google is your friend, try searching example iptables scripts.
Why #3: A good graphical web based administration tool that works on pretty much any distribution is called "webmin". Basically you run a mini-webserver on your linux machine, and through a web browser interface, it takes care of all the scripts and such that you need. It's as point and click as you get for *nix administration. It will take care of just about anything for you(including your above 2 questions), on any distribution.
Check it out here:
http://www.webmin.com/