1. Lamps should be wired in parallel to prevent voltage drop. The intensity of each lamp will be maintained.
2. Wire size is depended on load (current drawn in a circuit), #14 is rated 15 amps, #12 is rated 20 amps.
3. Wiring should not be exposed but should be in proper metal electrical boxes (4"squares,1900 boxes). The bond wire would then be terminated in the box itself (3 prong cord cap). Overcurrent Protection is provided already by the branch circuit wiring the receptacle you will be using is stalled in.
Hopes this helps