Cant answer all the questions as my girlfriend snatched it back off me (its her present to me), when I was, erm, testing it...
1. How easy is it to transfer files to the GP2X F200?
Very easy, PC USB cable provided.
2. What brands of SD cards work best?
Dunno, the one I tried, "Viking" worked no problem.
3. How does GLBasic do on the GP2X F200 speed-wise?
Not known yet... but the games that were on it very VERY smooth and fast
4. Are the various emulators made to run on the GP2X F200 as good as their PC counterparts?
Not known yet... the screen shots look eye-wateringly good though.
5. What do I need to hook it to a TV if I want to?
Just a cable... I think...?
6. If I don't want to use batteries, what are the specs on the power supply I would need?
I have a little USB power supply gadget, cost a couple of quid for charging MP3 players...