Glad you answered #1, since I don't use ICD2.

2. Can I use protoboards designed for other 40 pin pics (ec 18f425) for my USB experiments? Just gotta add those extra components?
Hmmm, 18F425, not familiar with that one.
But the 18F4550 has the same basic pinout as the 18F452. So anything that uses a 452 footprint will work for USB.
Of course you need a USB connector.

Here's one that I have several of...
Prototyping/Experimental Kit W/MINI-USB
http://cgi.ebay.com/Prototyping-Expe...QQcmdZViewItem

Or, The B version...
Prototyping/Experimental kit W/USB Type B Receptacle
http://cgi.ebay.com/ws/eBayISAPI.dll..._promot_widget

Or, The A version...
Prototyping/Experimental Kit W/USB Type A Receptacle
http://cgi.ebay.com/ws/eBayISAPI.dll..._promot_widget

And for #3, well, anything for the 452 will work, it doesn't specifically need to be for a 4550. But here's a good one for the price.
EasyPic 4
http://www.picbasic.co.uk/forum/show...2&postcount=15