I personally would go with a Tajima. Training to run one isn't hard its good digitizing thats hard to learn.
Not really. There are programs out there that will allow you to import vector files to have them stitch out. The only thing you have to watch out for is how big the design field needs to be in order to accommodate the design. You don't want to have a 100mmx100mm design field on a pattern that needs a 380mmx200mm to show all the details. Getting the right size for the pattern that you wanting to do is perhaps the most difficult part. Most of your better programs have built in settings for 90% of the fabrics that you would ever embroider on with the standard settings that you would for the pattern to be stitched out on a paticular fabric. Now those settings are general settings, but I have yet to find an instance to where it didn't work out. While not full proof, it does flatten out the learning curve dramatically.
Wings modular is perhaps the most comprehensive program, but damn sure expensive if you were to try to get all the seperate parts. I have a few of the modular pieces, but not all. There are good programs for a 3rd of the price that will allow you to work with Ai files and Draw files(considering one program that comes to mind was done in collaboration with Coral that doesn't surprise me much and that's one that I use a lot moreso then Wings, in fact, it even comes with the base Wing module that you need before any of the other ones that comes with that program. How I got started with Wings modular.).
Stay away from Brother and Toyota.
Not true. I've been running a 6 needle Babyloc(AKA Brother, although they try to seperate the two brands, a Babyloc dealer won't be able to service or get you good deals on a Brother and vice versa) and a 6 needle Brother and highly recommend the machines. Only other one would be the Pfaff machines.
EDIT: I forgot this, but one thing that you have to worry about if you are using Ai files and importing them to be digitized, you'll more then likely be limited to Ai 3-5(which with CS4 I can only do Ai 3 legacy format) and that doesn't support some elements that you can do in CS4(such as clipping masks), in which case I would use a jpg and import that into the embroidery program. Also, like with the die cut machines, in order to get fonts to show up to be cut(or embroidered in this case), you have to "convert to outlines", if you are going to use a font in Ai that isn't in the embroidery program(like my favorite Mesquite font).
As an interesting "sidebar" for any that care, I actually got started into Illustrator in order to create designs for the embroidery machine. It all started with embroidery, then the dreaded heat transfer, then sublimation, hopefully, I'll be able to do the solvent stuff within the next few months and expand.