1 - How long is the delivery time?
3-5 days quoted from Apple.
2 - Any teething problems I should wait a few weeks for?
Haven't heard of any.
3 - Purchase directly from apple?
I have, a proper shop would be quicker though if anyone has them.
4 - Are there any cases you can recommend for a G2?
Not at the moment, there are some but I haven't seen any reviews yet. I have gone for clear stick on one designed for the Touch G1, should fit the G2 fine though and it's very cheap. See here: http://www.youtube.com/watch?v=yMJyphbs7AY