1. Farms are useful when you want a city to grow and the tiles it can currently work provide too little of that. That may sound overly obvious, but it's the whole truth - if you have a city with two wet corn which you want at size 6, then you probably don't need other farms and can work cottages, mines, or specialists instead (or whip a lot of units and buildings - Slavery!). If your city has no other source of food, then you should a) ask yourself why you built it in the first place b) build a few farms so you can reach the happy cap sooner. Regarding Financial leaders and cottages - in an old thread, someone (I think Dave) showed that first growing to happy cap with farms and then building cottages for the now-enhanced population often gives more commerce than working cottages from the beginning but growing slower.
Regarding pillaging, you really should not get your tiles pillaged very often. If you do, the problem has to do a lot with diplomacy, and a bit with not declaring war on your neighbours soon enough.
2. Walls are sometimes a necessary build in cities which you suspect/know will get attacked in the Ancient or Classical era. Again, this should not happen often, because diplomacy can go a long way towards improving your odds of not getting attacked. It can happen sometimes though. Scout out the stacks of aggresive neighbours to know which city will get attacked, and either build a wall there or make sure you can whip one in (Slavery!) in an emergency. In other situations, walls are useless.
3. To make sure you don't get attacked, the most important thing is good relations with the AIs that share borders with you. AIs with no common borders (precisely: less than 8 tiles shared borders) are less likely to declare on you. It happens sometimes though, so you should also know which AIs are more likely to declare in general than others, and either have good relations with them or keep them busy by bribing them into wars. It's usually very hard to have good relations with everyone, so focus on those who would attack you otherwise first, followed by those who you want to conduct trades with.
4. Yes, it is a bad thing. Sometimes this can work (i.e. you built the Pyramids for early Representation and have lots of food so you can work specialists everyhwere) but usually having different cities is more efficient. I won't go into detail about specialization here...but it's usually good to have at least a few cities produce commerce (through specialists or cottages) and at least one of them be able to produce units fast (through wipping - Slavery! - or working mines).
5. Yes, it is a very bad thing. Slavery is the single most powerful civic in the game. A whip gives you 30 hammer on normal speed, which is usually a lot more than you would get if the person whipped away would just work a mine for several turns. Whipping allows you to get out faster Settlers and Workers in the beginning, set up your cities faster with Granaries and Monuments, and produce a lot more units when you go to war. So it gives you more and earlier cities, more productive cities, and a bigger army. Use it. General rules: a) Whipping is for cities which can regrow the lost population rather fast (so not for that city having only a Plains Cow as its food ressource) b) try to whip for two population points when possible c) in the early game, whipping can work without a Granary, but try to get one in cities you will whip a lot as soon as possible. There's a useful article by VoiceOfUnreason on the basics of whipping in the Article section.
Now Caste System - which you can't use in Slavery - is also a good Civic, as producing Great People will help your early to mid game a lot. The way many people go about it is to trigger a Great Age at a convenient time with your first Great Person, switch to Caste + Pacifism, run a lot of specialists for the duration of the Great Age, and switch back to Slavery before it ends. You can do it without the Great Age as well at the cost of two turns of Anarchy. Just trying to get across how powerful Slavery is.
6. I don't play Cultural victories, but there's a guide to Cultural Victories (forgot by whom), and there's the excellent write-up named "Replay #7" by Seraiel over in the Hall of Fame forum. These will probably help you a lot with these kind of victories.
. Whipping gives 30 
per pop, so you'd be looking at 1
conversion doesn't start getting bad until pop grows quite a bit. Because of that, you are actually better off growing and then whipping for multiple pop, even in HR dump cities. Here's a brainless set of rules of thumb for whipping cities:
cap enough to make it worth it.
