Recommended options for #2 and #3
#2) You could use a headphone amp and a long cord. There was a solution posted earlier that combines that with your guitar cord. The danger here is that straight headphone amps do not have any protection built in to protect your hearing from and sudden loud sounds. If something feeds back, or some drunk guy grabs a mic and screams into it etc.... There is no limiter to kick in and stop it from damaging your hearing.... Possibly permanently.
Real IEM systems for live performance have limiters built in to protect hearing.
I use sennheiser G2 systems.... these are seen on stages everywhere because they work well. Shure also makes a few models that are good. I'm wary of some of the cheaper options (Carvin etc)
#3) To put together a rig like ours you'll need a mixer that can do a mix for each member separately. We use a Yamaha O1V96. We used an original O1V before that. We like these because when you push the aux buttons, the faders jump to that mix and you can adjust from there. We labeled each aux button with a band members name.... push that button, it lights up, it's easy to know whats happening with that mix. These go used from about $400 for the original O1V to about $1500 for the O1V96.
You could also use any mixer that can do enough mixes. A&H Mixwizard is a pretty good analog choice (6 auxes, plus a main mix) We use one of these in our practice space.
You'll also need a split snake
We use this
Poor Man's Splitter Snakes
House audio guys tend to love us because we just hand them the end of the snake tail that's already labeled. They plug it into their rig (usually their own snake box) and sound check takes half a song. The monitors are always exactly the same for us. It sounds the same every night. We park the mixer rack onstage near the drums and any band member can walk over punch up his aux button and adjust his own mix. (we rarely change anything though)