1. You can download any update directly from the eShop (and I mean by entering and downloading, it's always free) - it the update did work or not can simply be checked by hovering over the game icon. If you downloaded an update for a game and the game in question still nags about updates, well then the update doesn't work, obviously.
2. If you install an update from unofficial sources, say version 1.1, and try to update the game to version 1.3 through eShop, it will not work, it has something to do with tickets. In which case you can use FBI to remove the unofficial update data along with the ticket and get the latest update data from eShop.
3. Out of region games can only be updated using unofficial methods, because you cannot get a valid (update)ticket from Nintendo for a game that's not supposed to run on your regionlocked console.
4. If you like the game, support the game and buy it.