The slug on the clew may be there to help transfer the loads from the leech more efficiently. That does not mean that the sail is mean to be flown loose-footed. (My sail, from a different maker, is set up the same way - you just insert both slug and boltrope).
If you roll your sail when it's off the boom, it will last longer. That's the purpose for the long bag.
For the main, you want the tell-tales at the leach, approx at each batten location. Check
http://arvelgentry.com and read the
paper on tell-tales posted there. You watch whether they curl or fly aft to find out whether you've sheeted your main correctly.
There's more info in the paper, so to keep things focused just on your main, you only need the two sections entitled "Main telltails" and "Leech tails".
The best location is not as much a matter of preference, but depends on where along the sail the aerodynamic conditions are such that a tell-tale will dependably change the way it flies or flutters in a way that allows you to make firm conclusions about your sail trim.
What is a matter of preference is how involved you want to get. I'd suggest to keep it simple until you've mastered steering by or rather trimming to the telltales you have, then add more.
The basic set for the main are the leech telltales and for the jib, the set of steering telltales. (An much more experienced sailor once added a second, upper set of jib telltales on my boat to help diagnose some trimming problems - however, I've not been able to use them since, as I can't see them...)