1.)  Where does the raiment that the Valar clothe themselves come from?  As in, who creates that?

I generally feel that prettymuch everything in Arda, if it is to interact with anything else, needs some kind of body. Spirits, of which Ainur are a kind, can manifest themselves physically. In short, they make their own bodies.

Since the Valar have the power of the Music, it seems to me that they can make things with it, since Illuvitar already gave life to their Music.

2.) What do you picture the Valar to look like?  Are they bound to size?

Well, I would expect that the Valar are powerful enough and free enough that they can take on basically whatever form they want. I picture them more or less as angels, although each one is very different. They may or may not have wings (I don't picture halos), but otherwise, they look like tall, majestic, powerful, terrible if you will, perfect people. I also picture the body of your typical Vala as giving off a great deal of light, or being otherwise so entrancing that it is difficult to tell whether or not, for instance, they have round Human-like ears or leaf-shaped Elf-like ears.

3.) The way I read it, the Valar have gender, but the physical expression of it is not what makes their gender.  Why the inclusion of this specification?

They have gender, but do they have sex (meaning "do they have inherent masculinity/femininity?", not "do they mate")?

I generally feel that the Valar are more-or-less capable of choosing their forms, and thus their genders, and some of them prefer to be male and some prefer to be female, based on their own conceptions of what constitutes a male and what constitutes a female.

I would also wager a guess that Valar do not have the same emotions that, for instance, mortals do, at least not in the same way. Manwë and Varda, for example, are supposed to be married, but do they act as husband and wife of Humans would? Can they have children in the same way? Do they even desire to? I'm not sure they do.

4.) What of the name "Valar?"

Others have pointed out its translation, and I think that it fits better than any other name you could come up with. Are they Gods? Are they Angels? They're certainly powerful enough to be Gods, but they're not Illuvitar even so. I think that there is a duality between a monotheistic religion for Arda (Illuvitar, the one God, with angel Valar underneath them), and a polytheistic one (a pantheon of Valar Gods, with a non-interfering Creator behind it all who watches it all unfold). Thus, "Powers" describes them better than any other word could, IMO.