thanks for all the input!

Your suggestions are very welcome! I've just found my way into OS X 
Bluetooth development, so I'm not an expert on that matter yet. So 
please keep in mind that I can only answer your questions with what I 
know up to this point - and that I may prove myself wrong later in 
the development cycle :-)

1.+2.) It would be easy to power off the LED (< 10-20 lines of code 
mostly for detecting the Mac going to sleep), but - from what I know 
up to this point - really sleeping the Wii Remote would require to 
disconnect and re-pair after system wake. What is also possible - and 
what Remote Buddy is also planned to do - is to shut down all parts 
of the remote (motion, IR sensors) it can shut down when the Mac is 
going to sleep. That'll already help saving a lot of battery power.

3.) I haven't finished my investigation on this yet. As said, I'm 
pretty much a Bluetooth newbie at that point. But as far as I can 
see, this is not possible - unless of course Remote Buddy would 
inquire about new devices all of the time (basically what Remote 
Buddy already can do for you minus the bezel messages). I do see 
problems, if you try to pair the Remote with your Wii next time, 
though ;-)

Best regards, 
Felix