SD card, you are stuck at 2GB, I just use old micro SD card from a mobile phone in a large SD adapter. You don't need any more space than that really as you just move songs them from the card to the PC as wav files. So you only need 1 card.
When you save the wav files, it saves everything, drums, backing and loops. Nothing is missed off.
Yes, as per no.2
Yes, but if you change while in record mode you will hear the jack being removed/inserted etc. Best to change instruments while the loop is in Playback mode, then hit record after you have changed instrument.
I think it has 33 minutes of record time. This is not 33 minutes in total record time as you are thinking, it's much more. If your loop is 3 minutes long, all additional loops "within that 3 minute loop" are included in the 3 minutes. I am sure its unlimited overdub loops? So you have space for 11, 3 minute songs including all loops/instruments etc. So you can record an album on there before the need to move songs to the PC.
The stomp switches are all metal, and the body is some sort of metal type stuff? very robust anyway, it will take something to damage it.
I have a JM4 but have an issue with the volume output "I've put a post on here" but no one has responded to it yet. I would check out any problems the JM4 might have before you buy one. Apart from the volume problem I now have, the JM4 is/was excellent. I only used it for the looper/backing track function but I have now just bought a Digitech JamMan solo and boxed up the JM4. I will probably put it on eBay as it is still usable as a stand alone unit.