As far as characters Lilo and Stitch can usually be found at MGM either near the Magic of Disney Animation or in front of the Sorcerer's Hat. They also appear at AK near the bridge to Camp Minnie-MIckey (across from Pizzafari) and at MK in front of the Castle after Cinderella's Surprise Celebration. Both will sign autographs, pose for pictures and interact with guests
Nemo can usually be seen rolling around in the courtyard near the entrance to The Living Seas at EPCOT, usually with his sea weed pals (stiltwalkers). Nemo will pose for pictures and do some limited interaction, but is unable to sign autographs.
Yep. It's called the "Spirit of Aloha" now. Stitch isn't in it, but there are a few songs from Lilo and Stitch in it.
As far as Stitch joking around, yes he's quite the character, but when Lilo is around him, she's always quick to tell him to play nice with the guests. Sometimes he listens...