Will, let me try answer some of these for you:
How to put data in SQL Server or some other storage if files aren't acceptable.
The Event Store is a database in its own right. It doesn't support storing data in anything except our own file format on disk.
Backing up is a case of copying the database files to a backup device. It's important to copy the *.chk files *before* the rest.
One big event store (single repository implementation) for all? One per aggregate root? Etc.
I see benefits of a single event stream but also have concerns - what if it dies?
Hosting, scaling options.
We supply ES as an app which can run on .NET/Windows or Linux/Mono. On Linux you'll probably want to use something like daemonize to make ES run in the background as a daemon, on Windows either svcany, ServiceEx, AlwaysUp or one of the alternatives people have posted to this list to achieve the same. We'll probably add the option to host as a service to the open source version at some point (but it's not scheduled to be included in 2.0.0 right now - that's focusing on getting all API breaking changes done in one go).
In terms of scaling, if you need more data without more performance, add disk space
If you need a high availability cluster ("if it dies"), we have a commercial product named Event Store HA - you can find out more about that here (http://geteventstore.com/enterprise/).
For horizontal scaling (i.e. running a cluster of clusters with consistent hashing to determine which server each partition ends up on), we will soon have a separate commercial product named Event Store Blaze (at least that's its name for now!).
Recommendations for setup in a typical e-comm package that features catalog, cart, order management (billing, shipping, etc), with the option for single or multi-tenancy.
It's worth considering which areas of your application you'll actually get some advantage from event sourcing. I find it unlikely (though not impossible) for example that you'll derive an advantage from having a domain model around your product catalogue at all.
Does this help?