A1. I personally like to install Home Assistant OS on a VM in Synology NAS or other virtualisation hypervisors on any other dedicated server, but you then need to buy a powered USB 2.0 hub to connect radio adapters due to USB 3.0 interference (and use very long USB extension cables to the USB 2.0 hub for the radio USB adapters). However, it might also be nicer to just buy the new “Home Assistant Yellow” → https://www.home-assistant.io/blog/2021/09/13/home-assistant-yellow/ or the older “Home Assistant Blue” (based on ODROID-N2+/N2plus single-board-computer from Hardkernel) if you can still find it.
A2. I find Z-Wave devices to be a lot less hassle than maintaining a stable Zigbee network with cheap devices from China, however, I think Zigbee still work good enough to make it worth maintaining both, though they are different ways to implement either.
A2a. Z-Wave: Tip is to buy either “Aeotec Z-Stick 7” or “Aeotec Z-Stick Gen5” USB radio adapter, then you have the choice to do a basic Z-Wave installation just do a ‘next-next-finish’ install of Home Assistant’s native Z-Wave integration which deals with all dependencies for you and is very easy to maintain, for optional advanced Z-Wave installation you first install ZwaveJS2Mqtt server on another computer (or virtual machine) then connect the integration to it.
A2b. Zigbee: Tip is today to buy ITead’s CC2652P based “Sonoff Zigbee 3.0 USB Dongle Plus” model ZBDongle-P”, then you basically got the choice of either just doing a ‘next-next-finish’ install of Home Assistant’s native ZHA (Zigbee Home Automation) integration for a little more basic but extremely easy to maintain fully embedded implementation or go with a Zigbee2MQTT (a.k.a. Z2M) installation on another computer (or virtual machine) for a little more advanced and cutting-edge installation that will be maintained separately and connected to Home Assistant via MQTT (Zigbee2MQTT will as such work kind-of similar to dedicated Zigbee hub/bridge/gateway applicance).
A3. Really for all radio adapters, but especially Zigbee, regardless of Zigbee implementation, follow this generic best practice tips on improving Zigbee network range and general stability → Generic best practice tips on improving Zigbee network range and general stability · zigpy/zigpy Wiki · GitHub
Bonus: Home Assistant recently got a much better (“first-class”) native Bluetooth integration that while still early in development is still worth keeping an eye on and maybe buy some known working Bluetooth USB adapters in order to test with some popular BLE devices for example the “Xiaomi Mi Flora” → https://www.home-assistant.io/blog/2022/08/03/release-20228/#first-class-bluetooth-support