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If you’re using crushed stone or gravel as a base material, then yes, you should compact it to prevent movement of the top layers. For instance, if you don’t compact crushed stone or gravel and you lay pavers on top of them, the pavers will shift over time. However, if you’re using gravel or crushed stone as a top layer for aesthetic purposes, you might not want to compact the materials.

It depends. High-end colored mulch can be fairly costly. However, you'll have to replace less-expensive natural mulches, like pine needles and cedar mulch, more frequently. 

The cost is balanced out somewhat, though, as although you'll have to replace colored mulch less often, you'll have to replenish nutrients in your soil more frequently to make up for the decrease in organic matter and nitrogen from the mulch.

You can fill the holes weeds leave behind with soil or sand to avoid unsightly spots or tripping hazards. If you remove weeds from a grassy area, fill the hole with soil and grass seed, and water regularly to promote grass growth.

Stump grindings are usually safe to use in soil, but in some cases, it’s not recommended. Wood chips in particular can bind nitrogen in the soil, which will make it difficult for grass to grow. That’s why it’s important to remove most wood chips and use healthy garden soil if you want to cover the stump spot with grass. Large wood chips may attract beetles and could encourage the growth of fungi when they decay, so you may want to remove them when using the grindings.