Always sleeve, or you will regret it. Plus it makes shuffling HEAPS easier.
That's very subjective - I've never sleeved cards, and my Magic 3rd/4th Edition, and O:NR cards are still very good condition (if I were to sell, I would probably class them as "nearly new") and that's with riffle shuffling. I find it easier to riffle unsleeved cards than any shuffling with sleeved cards (although I'm beginning to be able to riffle sleeved cards).
Sleeving: It's All Down To Personal Choice TM
As far as a tuckbox, you might want to try this: http://tuckbox.gameupdates.com/
It will let you make a tuckbox to your own specifications (I haven't used it, so YMMV)
There's also this tutorial using Strange Eons (Call of Cthulhu custom card maker): http://boardgamegeek.com/thread/646705/need-some-tuck-boxes-...