no, the usual rules apply - except for going into the USA, which has an embargo on Cuba. But as you can't go direct from the USA to Cuba anyway, this probably isn't a problem? You can take cigars and stuff to Europe in the usual quantities (I forget what they are).
Definately not true. You'll find that lots of people will try to sell you cigars, hotel workers etc even though they're not allowed to. Your rep/guide will tell you not to buy them because they are fake but this is not true, its just your rep wants you to buy them at the places they have deals with.
We bought ours from a waitress in our restaurant, they werre loads cheaper and were lovely.
No, this is not true, I went to Cuba last year, and like everywhere there are regulations on things, you are only allowed to spend a certain amount on cigars etc, but you can bring them back.