You press the PS button and wait for the icons to display, there is an icon to "Quit the game."
Or once the icons are displayed you can scroll all the way to the new user and click on it to switch.
You can't since it doesn't have a PS button that the PS3 could rrcognize. Just leave your contoller in port 1 and use the wheel. When you need somethin else use the controller.
Yes I have a G25 and only use my PS3 remote (or you can use wired/wireless controller) to 'hit' the playstation button; then I use the G25 buttons/arrows for the xmb menu.
I find to use my controller for things like photo mode, while have my wheel plugged in, I have to press the PS button on the controller, choose controller settings and change the controller to number 1. As it defaults to number 2.