1) Look at the titans in "Stuff of Legends"
here - those plus the 'Orky' style E40k ones plus what's currently sold by SG are all the Titans released.
2) Sort of. All the old Titans were designed to fit on bases with little numbered wheels in them like the old plastic Warlords (even though Eldar don't use them). This means that the feet are designed to fit around plastic pegs that were moulded into the bases, and the legs fit into to same plastic pegs (as the pegs were hollow). I beleive the new SG Titans have had the feet filled in to accept the legs directly so that you can stick them on any base. Also, the new SG Revenants are the third iteration of their class.
3) Phantom/Warlock arm weapons are:
- Heat Lance
- Psy Cannon
- Pulse Laser / Pulsar
- D-Cannon
- Vibro-Cannon
- Power Fist
Wing weapons are:
- Missile Launcher
- Lascannon
4) Easy to find on Ebay, and not very expensive (although some folks do pay a lot for them). I try not to pay more than £10-12 each with postage for them. Partly because you can never tell on EBay what sort of condition they are in; for example, common issues I've found are:
- Wings very badly bent, these are then hard to straighten out properly again
- Broken toes on feet
- Broken arm weapon pegs
- Broken legs (at the hips usually)
- Heads without mounting pegs
- People who've filed the steps on the back of the left lower leg off
If the model is in super-good condition and has unusual or extra weapons, I might go as far as £15-16.
But if you're patient, you can frequently pick up a job lot of three or so Titans for under £20 with delivery. Two lots like that and you should easily be able to build five complete titans and still have some spare parts left. For the original Revenants, £10 for two is fair.
'Orky' Titans are odd... Nobody liked them much, but occasionally a collector will want one and pay quite a lot for one. Otherwise, I'd be looking to pay £5 or less of the Revenant and £15 or less fo the Phantom (it is rarer than the Revenants of that style).
Hope that helps you!