(1) It should be right at the source. There's no point turning into a differential signal after all the noise on the cable has gotten into the signal.
(2) The values of resistance that are reasonable depend on your op-amps drive capability as well as your source's drive capability. If both your op-amp and source can drive a lot of current you can use lower value resistors. Definitely do not go below 1K for the total resistance in any feedback path. Keeping it between 5-10K is probably reasonable though you can probably go as low as 3K and as high as 20K. This is for the total resistance in a feedback path, not any individual resistor. Higher resistances are easier for the source and amp to drive but produce more noise. Lower resistances are the opposite.
(3). The amp rejects signal that are the same on both inputs so if equivalent resistors are different between the inputs then signals that are the same and should be rejected will appear to be different and be accepted, while signals that are different and should be rejected may appear the same and be accepted. Matching resistors between feedback loops helps alleviate this.
Discrete matched resistors help alleviate this. Matched resistor arrays are even better because resistances drift with temperature and nothing guarantees the two resistors are at the same temperature. Being on the same package and manufactured at the same time ensures nearly identical temperature coefficients as well as tight thermal coupling so the resistors stay as similar as possible even while drifting.