Usually, the rule-of-thumb is that you can go 10mm wider a tire on any rim, but you might get more sidewall flex, and you have to be consistent, of course. I never advised it at work, though.
(TPMS) tire pressure monitoring system/sensors can be removed and re-installed at any shop: The trouble is, it's a manufacturer specific item, so if they break it, you're out of luck. It fits between the tire inflation valve and the rim, or in some cases, it is part of the valve stem.
Trouble was, we'd see cars with no sensors after someone put new wheels on the car, or they'd drop the sensors (they are usually fragile) and not tell the customer. I think as more and more of these are around (I think they're mandatory in 2009?), the outside shops will know better how to handle them (both literally and figuratively). Of course, it's a nuisance for the owners when these mistakes happen; sometimes it isn't the outside shops' fault, either.
The bugger is that you can buy a spare, but most work by radio frequency (some of the old systems use a vibration sensor) and have to be reset by the dealer (each tire has it's own RF, and talk to a computer somewhere in the car). Some systems are less complicated than others, so it may be a bit simpler on your car. Usually the sensors run the gamut of expenses, I've seen $10 to $150 depending on the make and model.
From my experience, Lexuses were really troublesome with TPMS, as they weren't all that reliable and/or very finicky. They ironed out some of the problems a little over the years. Audis were somewhat picky, but not as bad as Lexuses. And Honda knew better than to bother its customers with that crap, except for '08s and the top-of-the-line Odsseys that were Michelin PAX-shod...a separate nightmare.
TPMS is a PITA, to be honest: Educating the customer, the dealer, and the independent shops is really the only way to understand these things.
I've never been a run-flat tire fan; the handling feels slippery, the tire feels every little bump or crack the road way too much (like a 10-speed bicycle tire), making the steering twitchy in a straight line; yet the steering feel is reduced in corners compared to traditional tires. But if you have no spare tire, it's really the only way to go if you're going any distance from home. They do work well, though. I've seen all sorts of damage to run-flats and they drive into service on them with minimal fuss (in a few cases...completely unaware of the otherwise-serious tire damage).