1. You can use characters in any adventure path. Some will work better than others (lots of Skull & Shackles characters have powers related to ships).
There aren't any official rules on mixing in boons from other sets, but that doesn't mean you can't do it. For example, if you want to run the Gunslinger through a path without guns, mixing in some weapons from S&S might well help.
2. If you're mixing cards in from a class deck, I believe the official guidelines are to mix everything in, or nothing - we've done it slightly differently, and just mixed in those cards which aren't already in the AP.
If you're going to mix in LOTS of class decks, in their entirety, be prepared for lots and lots of copies of some of the generic boons.
Some characters can survive without their specific boons a lot better than others - if you're going to take a divine caster through runelords, she probably needs a class deck. If you're taking a fighter, he'll probably survive with what's already in the box.
3. There are MANY discussions out there of how to make the game harder (and whether the various ways of doing so actually do make it harder, or easier). I like the difficulty of Runelords (it's a comforting place to go after being smashed in the face by a Wrath Army, so i haven't really experimented much.
Just to expand on #1 a bit, I'd say that in general, RotR, S&S, and WotR are viewed as different but compatible games. The compatibility being the exact thing you are asking about: in general, cards from one will work with cards from another. How well those cards will work can vary, but they "system" is the same so they should be compatible.
Personally, and this in only personally, if I'm playing RotR, I want to play RotR. I don't want to encounter a ship during it. So, I won't mix any banes from one set into another. If I am only playing characters that came with RotR, then I won't mix any non-RotR cards in. If I am transplanting a character, then I'll do what is necessary to make that character viable. If I feel the character doesn't need anything to make them viable. i.e. If I'm playing Class Deck Valeros in Rise of the Runelords I won't add any cards. If a class deck is available, I'll use that to make them viable first. i.e. Olenjack in the Rogue deck needs a little more poison than RotR offers. I'd add the whole Rogue deck for him. If that isn't an option, I'll do my best to add a fair amount of necessary cards. i.e. Jirelle needs weapons with the Firearm trait, but has no class deck yet. I'd probably just take all the Firearm weapons from S&S and treat them like they were part of RotR.
I personally think that best way to mix different sets is to make completely new adventure Path for those cards. Basically it is like making your own adventure to rpg instead of using premade adventure. Otherwice I try to avoid Mixing sets, but that is just thematic reason to restrict Mixing.
RotR is commonly thought to be the easiest of the three sets. If you look at the variants section here and on BoardGameGeek, you can find many suggestions as to how to increase the difficulty. I suggest trying the linear movement variant from BGG.
In a post Hawkmoon recently cited, Vic Wertz said class decks tend to have 10 new cards in their deck of 109 (not counting the character cards, roles and tokens). He also said some decks, like the Monk and Barbarian decks, have twice that, and some decks, like the Alchemist deck, have cards which will come out in the next base set.
For this reason, usually I wouldn't add a class deck to a base set. I don't think you usually need it. I might make an exception for the Monk deck (for Monk-specific weapons) if I was playing a monk, or obviously for the Gunslinger deck if I was playing a gunslinger outside of S & S (once that deck comes out).
I would add to the - as usual - very good advices from Hawk and elcoderdude that this is YOUR game. You can mix/match if you want.
This said I tend to agree with Hawk - especially if you are like me an old RPG gamer - that you want the whole background to still make sense.
Personnaly, I would mix in a specific box some mundane boons or banes from others if needed for diversity, but not those who do not make sense (no ships/sea related stuff if you are inland, no abyssal related stuff if you are not in the Abyss, no gunpowder where there should be none...). On the other hand, if you can encounter goblins or magic bows everywhere in the world, then it could be OK to mix goblins or magic bows in your box whatever the box.
In our case, it enabled us to play (rarely) games with more than 6 players for example.
However try to keep some balance in the normal spread of card types.