Well - if you are up for serious Roleplaying I can only recommend Argyle (although the server is down currently because of hardware technicalities.)
As for the other servers I don't know - have not played other then Argyle
(But Argyle is hard to play, very hard - mortality rate is high
).
HAKs are server specific (mostly) modifications, they are usually just downloaded and placed in your /hak/ folder in your game folder. So not much difficulties in thoese.
Sites and/or boards regarding the various servers should enable you to download such packs and would likely also tell you most anything else you need to know.
The character thingy is dependent on server. Many servers run a "server vault" wich means that characters are created and stored on servers, others again would proberly allow you to import local characters into the game. (Argyle being the former by the way
)
Hope this helps.