I know you already have some of the answers you were looking for but I thought I'd just comprehensively re-iterate some points.
Firstly do I HAVE to use the router they provide? Yes, it is in breach of the Terms and Conditions to use a different router. To prevent customers from doing this, Sky never provide ADSL authentication details (usernames and passwords).
Secondly what is the broadband surcharge fee £2.60 on the Sky itemised order? Router delivery.
Last question, do I need to request a MAC from my current ISP? No because it is a transfer to the SVBN (Sky Voice and Broadband Network). Transfers to this network do not need a MAC code because of differences in the processes involved.
Sky Broadband Unlimited