That's a lot of questions!
I put my sand in right before I put my rocks in, I figured that since you're trying to establish what are essentially the same bacterial fauna on both surfaces, might as well put them in at the same time. Also the sand clouded my water for a couple of days, and having the rock in there helped slow the current down enough to let some of the finer particles settle.
From what I've read if you want to grow hard corals you probably want to have some sort of Metal Halide lighting or a lot of watts of T-5, but I don't actually have any direct experience with this, so you'll want to wait for the heavyweights to chime in there.
As for the live rock you want anywhere from 1-2 pounds per gallon, depending upon what type of rock you use and your taste in aquascaping, the denser the rock, the more weight you'll need. The live sand question is a bit more nuanced, I think the amount you put in is related to the type of setup you ultimately want to have. I wanted a deep sand bed, so theres about 65 pounds in my 58 gallon tank.
I am running my lights while my tank cycles, but that's because my live rock came with a lot of coralline algae that I want to keep alive. I think there are good reasons to cycle either way, it mostly depends on your individual situation. | 
