Do you need to or would you advise sending out all the BTC from an address before importing it into some BTG wallet?
You don't need but it's recommended. Especially if you are going to import your private-key in a not so reliable wallet.
Also, which BTG wallet do you recommend/use?
All wallets supporting BTG can be found in their official website.
The one from their official site was recently compromised (among other things wrong with BTG).
Which one? I imagine that you are talking about the web wallet that were storing private keys/seeds? Because that one wasn't created by anyone from the BTG dev team.
There is/was, you're just going to have to be willing to say "bye bye" to your BTC's during use.
Why?