Welcome to the GameBanshee forums, Denarth.
Sailor Saturn has already answered most of your questions, but I'd just like to elaborate a bit on a few specific points.
Firstly, provided you have adequate ability scores, you can dual-class your character as soon as you reach 2nd level. However, I wouldn't recommend doing that; once you choose a new class, you can no longer advance in your first class. Most people who play kensai/mages wait until reaching 9th level in BG2 before dualling to a mage (9th level being the highest possible level you can take a fighter class and still max out your mage class at level 17), though it's certainly a possibility to dual-class your PC at an earlier point if you prefer.
To the best of my knowledge, BG2 won't allow you to select a kit for a class that you no longer advance in. Therefore, if you decide to dual-class your PC before SoA, you'll have a fighter/mage instead of a kensai/mage. I'm not certain, however. What I
am certain of is that if you take a straight fighter into BG2, you'll be prompted to select a kit for him/her.
As to whether or not you'd be able to wear armor and cast spells, the answer is most definitely no. However, kensais can't wear armor to begin with, which is why the kensai/mage combination is so popular. You get the benefits of the kensai kit with virtually no penalties. Kensai/mages typically wear powerful mage robes in lieu of armor.
If you want to play through the whole trilogy with a kensai/mage, I'd suggest that you hold off dualling your PC until BG2. Level 9 is a good place to get the ball rolling. If you're interested in thief/mages, then you'll definitely like Imoen. You can dual-class her at level 7 and still have enough slack in ToSC to get her to level 8 as a mage.
On a final note, a "munchkin" or "cheese" tactic is one that deliberately takes advantage of the game's AI to make battles easier. For instance, using area affect spells outside your line of site because you know an enemy is there is considered a cheese tactic. Likewise, placing a dozen traps where you know a powerful enemy will spawn is cheesy. It isn't cheating per se, but it's certainly unfair.
That said, you should use whatever tactics you like when you're playing
your game. That you enjoy it is all that matters. I like big, epic battles, and I have no qualms about raising dead allies, so I tend to avoid cheese tactics.
I hope we've answered your questions.
[ 01-17-2002: Message edited by: Fnord ]