1 - Yes, the increase in weight will have an effect on the MPG. It probably won't be a huge difference, but a difference nonetheless. Unsprung weight is a MPG killer. I went to a 285/75/16 from the stock 17" Sport setup and I lost about 1.5 mpg on average. But my setup isn't the lightest out there at around 86lbs. Yes, you will get a bit more sidewall squirm with the 15" combo, but it isn't anything too drastic.
2 - Any wheel that is backpaced less than the stocker will put more strain on wheel bearing and possibly ball joints. This includes adding spacers to your stock wheels, since that is essentially the same as bolting on wheels with 4.75" backspace. Also, the further out the wheel stick from the body, the more it will cover the body in mud, road grime, snow, etc, etc.
A few things to keep in mind.
Going off of current DTD prices, you are looking at $1,525 (after $50 forum discount) for 5 285/70/17 Duratracs plus 2 sets of 1.5" Spidertrax spacers. Then you have to take them and get them mounted onto your stock wheels. So you are looking at around $100 or so additional, so lets call it $1625 total.
For the MB72 and 33" setup, you are looking at roughly $1,570 for wheels AND tires, mounted and balanced, shipped to your door.
Since you seem to definitely be set on the Duratracs, be sure to join treadlightly.org ($25) and take advantage of the $100 mail in rebate you can get on the Duratracs. That will save you an additional $75.
Just for reference sake, here is a pic of my my setup just to show you how far they stick out. These are 285/75/16s, which spec out to the same size as the 285/70/17s. Basically 33x11. If you choose to go with the stock setup and spacers, your combo would be .25" further under the fender than this. If you go with the 15" setup, you are looking at sticking out about 1.5" further than this.
BTW, welcome to the forum!