Points 2 and 4 are extremely difficult to manage with the current scalac. The problem is that Scala's compiler is a little dumb about building files. Basically, it will build whatever you feed it, regardless of whether or not that file really needs to be built. Scala 2.8.0 will have some tremendous improvements in this respect, but until then... Eclipse SDT actually has some very elaborate (and very hackish) code for doing change detection and dependency tracking. On the whole, it does a decent job, but as you have seen, there are wrinkles. Eclipse SDT 2.8.0 will rely on the aforementioned improvements to scalac itself.
So, building only modified files is pretty much out of the question. Aside from SDT, the only tool I know of which even tries this is SBT (Simple Build Tool). It uses a compiler plugin to track files as they are compiled and query the dependency graph computed by the compiler itself. In practice, this yields about a 50% improvement over the recompile-the-world approach. Once again, this is a hack to get around deficiencies in pre-2.8.0 scalac.
The good news is that reasonably fast compilation is still achievable even without worrying about change detection. FSC uses the same technology (ooh, that sounded so "Charlie Eppes") that Eclipse SDT uses to implement fast incremental compilation. In short, it's pretty snappy.
Personally, I use Apache Buildr. Its configuration is significantly cleaner than either Maven's or SBT's and its startup time is orders of magnitude less (when running under MRI). It integrates with FSC and attempts to do some basic change detection on its own (fairly primitive). It also has auto-magical support for the major Scala test frameworks (ScalaTest, ScalaCheck and Specs) as well as support for joint compilation with Java sources and IDE meta generation for IntelliJ and Eclipse. Oh, and it supports all of Maven's features (dependency resolution, etc) and then some. I'm even working on an extension which would allow interactive shell support integrated with JavaRebel and supporting several shell providers (Scala, JIRB, Clojure REPL, etc). It's not ready for the SVN yet, but I'll commit once it's ready (possibly in time for 1.3.5).
As you can see, I'm very firmly of the opinion that Buildr is the best Scala build tool out there. Its documentation is a little spotty where Scala is concerned, but that's because everything is so straightforward that it's hard to document without feeling verbose. You can always check out one of my GitHub repositories for examples. Good luck!