1- In the homeland areas for Epeiros, it is very valuable to upgrade your factional MICs (barracks), you'll get your elites on the fourth or fifth level. The Thorakitai is pretty good and can be train in many Hellenistic regions on the fourth level.
The other MIC, the "'Recruitment of foreign natives' thing", is the foreign MIC. This building is needed to train units in foreign areas, ie non-Hellenic units. It is almost useless in your homeland, but necessary elsewhere.
2- Epeiros had pike armies, though Pyrrhos was known to mix a lot of non-pike heavy infantry into his main battle line.
3- Always destroy governments when you take a town, always. Just tear them down and build your own.
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