1) You've to remove them with a utility they may provide (depends on them) or manually delete what was installed. I guess since the XFree86 is a big piece of software it should come with a uninstaller.
2) I won't suggest you to do this since if they share some names the XFree86 you installed manually with Xorg from SW (and they do) you will remove those if you remove Xorg using SW. Removepkg removes files listed in the package in /var/log/packages provided they aren't shared with another package that's installed using a SW package.
3) You can use both but remember with the first you're going to remove the files.
RPM is very used in several distributions, but most of them share the package format only, the files contained will not likely be compatible with other distributions. That's why you will find RPM packages for RedHat, RPM packages for Mandrake, etc.
DEB is another package format very used, it was created as you may guess by Debian. As RPM a lot of distributions use it but it's differs from RPM because most of distributions that use it has a central repository of packages where you download from (I'm sure you heard about apt-get).
There are other package format, like Gentoo's, it's not a very popular format, but the distribution is.
There's no universal package format in Linux, and if existed it won't be compatible with all distributions since most put files in their prefered place.
) is trying to unify this, but it won't in a short term.
The universal package is always the source