1) Yeah, we've used them. Kids love them. Just need one pack in the fire to keep our 2 kids happy.
2) We can find them for $1 at the dollar store. Any more than $1.50 and you're getting ripped off.
3) As mentioned, the copper pipe is cheaper, but I like the simplicity of these. No prep work.
4) When I was a kid (~30+ years ago) there was a Scout Master in the district that worked at a place that produced paints. He used to create something along the same lines, but was able to get a whole rainbow of hues. When I use these, I'm slightly disappointed that they don't compare to his. Camping World has these Rainbow Flame Sticks - Rutland Fire Clay 715CB - Fire Pits - Camping World
which produce a large range of colours, but again, still don't quite live up to the original. Much more expensive so I use the cheap dollar store ones for just our kids and I'll use the CW ones when we have a group campfire with lots of people.