1)If I installed the Alpha-1 11.10, is it easy to upgrade to newer versions later on until the Final Release?

2) How to make the desktop taskbar appear in ubuntu natty of Unity desktop as previous Gnome? Possible or not?

All you have to do is keep the install up-to-date and you will have the final release on the date of release.
I don't know, have never really used unity.

So in Ubuntu "update" means "upgrade" ?

No. The later alphas and betas are all (updates to) the same release.

I think if you want to do that right now you would have to install 11.04 and upgrade it to 11.10. This will not last long though as Gnome3 and Gtk3 are being introduced into 11.10. The panels that you refer to are Gnome2 and Gtk2 which are not compatible with gtk3.

There will be (and may now be) a gnome3 fallback to a panel type desktop mainly for people that do not have 3d capable systems. This will be able to be forced by anyone.

Folks that have tried it seem to think that it is lacking in a good bit of functionality that the gnome2 panel desktop has. This may improve or not in the future. That is up to the good folks at Gnome.

As a fairly experienced Ubuntu dev release tester I can tell you that all you need to do is keep update/upgrading your system and you will have the final release. In theory.

You have installed at A1. This is fairly tame. A2 is when testing becomes interesting. Will break a few times, sometimes for a day or two. I certainly hope this is not your production OS as it will not work at some point(s) at all. You will learn a lot about your system but unless you have quite a bit of experience with Linux it may be a bit of a shock.

11.10 is not intended, at this point, to work. It is intended to break. Your job, as a tester is to have it break, report the bugs, let the devs fix them. That fix may break something else. If not the next update/upgrade cycle may break the system again with a new addition to the new OS. It is a lot of fun. It will not be fun if you have any fantasy about it being a usable system.

Based on your advice, it is better to install stable version.