Yes, have it sent to your wallet address. Some people like to send the bitcoins to various other wallets before sending them to SR, but it's totally up to you. SR has its own coin tumbler built in. Yes, you can use your SR address -- there is nothing in it that tells people "HEY, THIS WALLET IS ON SR FOR DRUGS!" ... there is nothing that distinguishes it from non-SR wallets. Again, whether or not you send directly here is up to you. You do not need to create a new intermediary wallet for every new transaction. The most important thing to do is get a new bitcoin deposit address on SR every once in awhile. No, it doesn't matter which you use. I like blockchain.info's wallet, personally.