Power it on, if it's on 9.0-9.2 don't update it and just get rxTools or Cakes.
If it's 9.3-10.1 then just copy your homebrew over to your N3DSXL's memory card. Use browserhax to enter homebrew channel (N3DS can bypass the update nag on 9.9-10.1 by booting up the N3DS and going to browser as fast as you can) and install menuhax.
Highly doubt it would come on 10.2-10.3 out of the box so you don't have to worry about that.
Er, any kind that would fit the shape of the screws, I suppose.
Find a small regular screwdriver or something. We have like collections of screwdrivers here so whenever I need one I just have to sort through what we have until i find one that's small enough. I wouldn't really be able to tell you what size and/or brand to buy if you don't already have one.
transferring your emulators:
1. just copy the files of your 3ds archive to the new sd card (and the ROM's for the emulators)
2. launch the hombrew channel
3. and then there should be all of your homebrew stuff
setting up menu hax depends on which firmware you are, because it's only for 10.1 or lower