Welcome to the forums.
First for challenging games:
For plain vanilla SEIV, be sure to download the latest patch (1.84) and the newest TDM Modpack. Check out the AI Deathmach thread for info on which AI�s to choose (they are all way better than the standard). Give them a bonus and be sure to post again if that is not challenging
For mods: AIC, Proportions and Devnull should all provide ample challenge.
Secondly:
You need the internet to join games on PBW. Also to upload your empire file and join the games forums (You don�t need SEIV installed on your internet computer though). Once you are set up in a game, everything works fine by Email only. You will get your turn mailed, and you can return your .plr file by mail. Check out the FAQ on PBW, it�s not difficult.
Thirdly: I think some of the mods address this. But as I am a plain vanilla guy I can�t really answer.