1) There hasn't been a World Cup on FIFA for years because EA usually bring out a new game for each World Cup & European Championships.
2) You can do a single season with any team you like, and in career mode you work your way up to the better teams, which is more realistic than being able to pick whoever you want and manage them for 15 years.
3) I don't. Maybe you slide too much?
4) I don't really use first-touch, but it can be quite helpful, I've managed a few times to flick the ball into space and go on the attack.
I like FIFA 2005, I enjoy playing it, but then again that's just my opinion.