Woah dang, that's awesome music!
I just might put that on my iPod Touch ....
Also, #2 it is and is already implemented. A brief overview of how it works:
Nanami has a set amount of "Stamina", which governs her ability to run. When Nanami runs, her stamina begins to drop. If she ceases running, her stamina will regenerate about as quickly as it drops. If she burns her stamina to nothing (reduces it to 0), she temporarily loses her ability to run for a short while, after which she regenerates a quarter of her stamina and normal stamina regeneration resumes.
Hold down the Alt key and an arrow key to run in that given direction.
Oh, and I'm working on the HUD a bit. Should I put some manner of stamina indicator on the HUD to show how much stamina Nanami has left?