As of now (November 2017) there is no "finished" software available that can just be installed and run as a permanode.
People who currently need a permanode (I think some block explorers have that) will have to collect databases from the latest milestones before each Snapshot (I think links some of them are shared on the Slack) and manually import them into ...
Cannot think of any problems. Obviously the database dump should be created while your node is down, and the new node should be down too, while you are copying the database.
The database might contain stale (unreferenced) transactions which would not get synced when you did not use a database, but those should not hurt either (if you have the disk space).
In the current IRI (126.96.36.199), the transaction is stored in the DB when it is received and if and only if it is valid.
But don't misunderstand the term valid. It means that the transaction has:
an acceptable timestamp
an acceptable value field
a valid signature
a valid nonce (i.e. the Weight Magnitude must be at least the min weight magnitude, or in other ...
Since this question is still getting upvotes, here is an answer (more of an approximation) by myself, having kind of a solid knowledge about it as of now, running a node and actively developing stuff for the iri.
When I fire a lot of requests to my node, it here and there crashes. It's not denial of service or anything, but maybe 2 requests per second.