Buckets are my main smoking tool, and i like to think of myself as a bit of an expert on them *smug concieted look on face*
anyway: 1- Not a good idea, i've seen many people puke after doing this as when it pushes the smoke in, it is very common to swallow (swallowing smoke is not nice!)
2- The best way IMO
3- Not really sure what you mean here- if you use a 2L inside a 3L then sucking while the bucket is at the top of the water will make air bubble through the sides of the bottle. This is ok, but i can't see any actuall benifits to it, it is no smoother, will not get you more stoned, and it's more trouble than No 2
4- this is the worst way there is- i used to use a bin for the bottom of the bucket kit, and because it was full of water, it was VERY heavy, so it was left in my cuboard so it didn't need to be put back after using it. Anyway, because it was a small cuboard 2 people could get to it at once, so if someone pulled someone else a bucket it would have to be taken out otherwise it would get dropped when we switched places. You lose almost all the smoke if it is passed around
5- Ouch! was he pissed too?
verbal residue - why do you need a thick bottle? I know that a thick bag is essential because once i was pulling a massively stiched up lung that had 2 lighters on it and the bag melted on my fingers, which was unbielevably painfull and i couldn't hold anything for at least a week afterwards.
Oh yeah, coke bottles are shit for bubbly bongs as they collapse in on themselves if you suck hard. You need a good rigid bottle
Maybe you just want a new experience? 
To fucks wit the pros, ya must try harder...for a true 'buzz', try this: Obtain a thick plastic bottle such as a large Gatorade container, meant to hold a gallon or more. The important thing is to be sure the plastic is thick, no 20 oz. flimsy coke bottles allowed. Next, get hold of a plastic bag of fair thickness itself, such as an Idaho potato bag for instance. Ensure that there are no air-leaks in the bag. Now, using a knife, cut the bottom of the bottle away, so that you have a sort of plastic shell now (any liquid poured through the top would fall straight through to your lap at this point). With a sturdy form of tape (not scotch tape, try electric tape and stuff of the sort), secure the plastic bag to the bottle. You'll probably have a bag that is too large to fit snuggly around the bottom (this is ideal as bigger is better than smaller....if its smaller, you're screwed and gettin a new bag or a new bottle), so you may have to fold the bag over itself a bit. You should now have a plastic bottle with a bag hanging off the end now. Blow through the top of the bottle, filling the bag with air, and check for air-holes...fill them in. Now the tough part; you must have a bowl of some sort available (i like buying a cheap $5-$15 metal piece and unscrewing the bowl). If you don't...well shit I dunno, try a socket or something I guess. Anyway, using a lighter, soften the plastic top to the bottle until a hole appears. Snuggly fit the bowl into the still-hot plastic; let it dry air-tight. Suck all of the air out of the bottle, pulling the bag all the way in, place tobacco (...etc...) into bowl and screw cap on...light lighter above bowl and SLOWLY pull the bag out of the bottle through the bottom. The bottle should turn milk-white. When the bag is all the way out, unscrew the top and inhale...Have Fun! 
even solid smokers can use these wonderful contraptions. LOL
