I have not tested the Wiimotion+ yet and the DLL does not yet support it. But I've heard only good things about it up to now.

It's enought hat the Wii is turned off when using the Wiimotes with the PC. Otherwise the Wii will "grab" the Wiimote before you can establish a connection with the PC. Once the Wiimote has been paired with the PC, you can of course turn on the Wii - it won't touch the already connected Wiimote.

- Sensor Bar is mainly needed for thigns like laser pointer function and also for some more exciting stuff liek headtracking. If you don't need anythig like this, you don't need a sensor bar. It's optional.
- Same goes for the Nunchuk. If you want to control a game using analog stick, you can do so by attaching a Nunchuk - it's fully supported (only original ones, 3rd party wireless Nunchuks behave weird and should not be used). But you don't need to. There are also classic controller, guiter hero controller and the balance board which are supported.
- If you want to do a two player game two Wiimotes of course are useful - but otherwise I see no real advantage in having two Wiimotes. Unless you want to do some testing...