May be to many questions. Nobody can handle such a bunch of information. I am sure it's good to know everything about your audience, but you need special people to do that. Me, I cannot afford.
Research is always good. Knowing your audience makes it easier for you to create targeted content / products... I started using Woopra statistical software recently and it allows you to chat with visitors that are currently browsing your site. Seems perfect for some of research like this.