Happy to!
1) No, with blockchain.info you get pretty much everything from Blockchain.info's servers. Your transaction list, your balance, your outputs that you sign, etc.
2) There isn't a way to opt out at this time - turning on mixing also helps other users as you'll be contributing to our mixer volume

3) Yes. We also have watch only addresses and accounts (say, you manage a bunch of Inputs.io websites) on the planned features list.