I haven't done them yet either but have been reading enough to be able to answer some of your questions.
While replacing your injectors you should also spend the couple of bucks and replace the glow plugs. Having them out also allows you to purge oil through those holes. Your 10 year old plugs are nearing the end of their service life.
Check the wiring harness under the valve covers for bare spots, breaks, or other damage.
Don't leave any of the copper washers in the holes at the very bottom of the injector bore.
The cylinders must be purged because when you remove a powerstroke injector, there are oil passages within the injector bore that will pour oil into the injector bore and then down into the cylinder. You can't avoid it and you want the oil out of the combustion chambers before cranking.