Yes regulators produce heat. That is the wasted power I am talking about. You don't need a fan or a heat sink if you don't have a regulator.
A123 batteries have a very flat discharge curve. You will probably get just as good regulation with them as you do with a regulator. Check the specs of a regulator.
The noise floor of anywhere in the US is very constant unless you get next to a high power RADAR. In that case you would be well advised not to fly.
With a well designed 72mhz receiver it will make no difference RF wise how long the servo leads are. It will have RF bypass capacitors on the servo leads.
A power box merely relieves the receiver from carrying the servo current loads. You need lots of high current servos before you need one. Remember all of the servos don't work at the same time.
All of the latest 72 mhz receivers had its own built in regulator.(For the receiver - not the servos. Its output was around 3.5 volts) They didn't need an external regulator.