Okey, a lot of questions so I'll just leave a short answer about them.
1. Do I need to create only do-follow links, or should I create no-followers for things to look more naturally?
You should mix them for sure.
2. How do I know which type of link am I creating? Any software to check that?
You can check manually into the source code if you want to, right click -> view source -> and see if there is a rel="nofollow" attached to the link element.
To name a tool to automate this: Scrapebox.
3. Is there a benefit in attaching a .com domain for WEB 2.0's? or is it just not cost-effective?
To start with, you get your own domain. Wich looks more professional if you're creating an authority site but in the other hand you lose some authority wich .wordpress.com and .blogspot.com carrys with them.
4. While creating a social profile for a money site or a WEB 2.0, should I create it as a person profile or a page? any difference?
As you're comparing profile and page I guess you're talking about facebook. Page for sure. As a profile can only handle 5k friends and there is no limit to page followers.
5. How many WEB 2.0/social profiles/YT etc can I build on 1 proxy?
How many you want to, as long as they not are on the same site. For example you can use 1 proxy for each site, google, facebook, twitter and so on wich will end up in quitte a few accounts if you sign up at many sites.
6. Should every one of my tier 1 links created on a separate proxy?
Dont know what sites you're using for tier 1 sites. If they are self hosted, people often use diffrent IP's where their sites is HOSTED. Dont bother if it's just a few, altrugh, having 1k sites from the same IP pointing to the same money site look kind of..you know.. If they are WEB 2.0's you got your answer in the question above.
7. For higher tiers (3 for example), how many links can be built with 1 proxy? When we are talking about mass linking, I guess 1 isn't an option.
Same here, you can use 1 proxy for alot of sites, wordpress, blogger, tumblr, wikis, articles, etc..
This are just some guidelines and you'll notice how you have to handle it all along your jorney, good luck.