I was hoping someone else would answer your last questions, because I don't really know more than what I've already said. Without being familiar with your particular derailleur and cog combinations, I don't think anyone can tell you how long to make the chain, except long enough for the big-big and not too long for the small-small. As roadfix said, not longer than necessary. You can probably get it right on the first try. As far as whether you need new pins for a DuraAce 9-speed chain, ask at your LBS. I see that loosescrews.com sells DuraAce-Ultegra 9-speed chain pins in bags of 5, so maybe you do need a new one each time.
Oil is good, grease is better.
2007 Peter Mooney w/S&S couplers/Terry Butterfly
1993 Bridgestone MB-3/Avocet O2 Air 40W
1980 Columbus Frame with 1970 Campy parts
1954 Raleigh 3-speed/Brooks B72