Hi, I'm new to vacuum technology myself, but I've been doing a lot of reading. Until someone more knowledgeable drifts by, here's what I know
1. A backing pump is needed to reduce the resistance to displacing gas from the chamber to the exhaust side. If there is normal atmosphere in the way, the gasses won't be able to escape.
2. I don't recall seeing any warning against this, I think you just won't be able to reach a high vacuum.
3. There are lots of recommendations out there concerning backing/roughing pumps. The main decision seems to be oiled vs. oil-free. (My main decision factor was cost.) I recommend looking at the articles discussing mechanical pumps at
http://www.vacuumlab.com/articles.htm4. I've wondered about this one myself. However, I'm probably never going to be able to afford a TMP, so I don't think I'll get to experiment any time soon

5. Gas ballast lets in dry air either from the atmosphere, or from a source like dry nitrogen gas, to mix with the air from the chamber being drawn into the pump. This reduces the amount of condensation of vapor (namely water-vapor) in the pump. Condensation should be avoided as the liquid mixes with the mechanical pump oil, which lowers it's vacuum speed and lowest effective vacuum rating. "#50 – Gas Purge Solutions to Oil and Water Contamination Problems" found at the above link explains in greater detail.
I hope that helps at least a little.