No No No No No No.
With all due respect, you might want to do a little more research regarding proper care/feeding/etc. of tarantulas. There are plenty of threads around here that have addressed these types of questions before, and if you use the search function, you can probably get all the answers you will ever need without having to post new threads.
And whoever told you not to feed crickets because of shells is a moron.
No, don't kill the crickets first.
Depends on how big your smithi is whether or not you would want to feed it legs. I personally find something smaller rather than ripping legs off of live crickets.