Vicariously

If you need pin extractors, etc I can recommend a small toolkit I got off of aliexpress a while back
(Actually I can't the listing in gone, but I'm sure there's 20 other sellers selling the same thing there for cheap as well, so take a look at that if you can wait for shipping)

Cable management is really going to be up to you to figure out with what components you have. The biggest challenge is arranging it how you want it to look, and what makes sense.
These zip ties will help you mount and route the cables. (just dont do it too tight)
https://www.homedepot.com/p/Commercial-Electric-4-in-UV-Cable-Tie-Black-40-Pack-GT-100MB-40/203531951
You can use the highlighted areas on the picture to put zipties through. Linus and Gamers Nexus have some great videos on this this btw

Depends on the case you have, I usually but small zip-ties and just route the cables where I want them to go along the back of the case. If you tell me what case that would help.
 
I have found that CableMod has some great custom cables, and they are priced fairly well, especially if they are on sale! (not too often, holidays mostly)

Depends. M.2's are easier to install but are usually a tiny bit more expensive than their 2.5" counterparts (assuming both are SATA drives)
M.2 doesn't change the way the SSD behaves, so yes. M.2 is just the connector as opposed to SATA which is used for basically every consumer 2.5" SSD.