I hear 40m is popular in the states for ragchewing and general use. 20m is an all around good DX band that's open world wide.
A 40m dipole should also function 15m if it happens to be open. 80m/75m gets some good skip at night and is a usable local band during the day.
For the antenna: A simple dipole
For the band: 40m (others can chime in here)
Coax vs. Ladder line: coax is easier to use and easier to get, and at HF the attenuation compared to ladderline is not that bad in short runs.
For coax: RG213 is good for up to 1.5kW, RG58 good for 200W. Use the best stuff you can get for higher bands. In general RG213 is nice all around coax.
About blauns, you don't absolutely need one at the dipole feedpoint, but it helps (a 1:1 current balun) with avoiding noise form the electronics in your house and it keeps the radiation pattenr better as the feedline does not radiate.
For grounding a gorunding rod hammered in to the gorund outside is a good bet. For lightning protection I'm not sure, ARRL likely has some good publications.
There is also http://www.dxzone.com/catalog/Antennas/ for antenna ideas.