As for your questions:
1. Some Glocks squeak when new, some do not. If yours does, it'll go away eventually.
2. No upgrades are really NEEDED, but I prefer night sights (Meprolight first, Trijicon second), so I upgrade my sights fairly soon after purchase. The fiber-optic/light-tube sights look cool, but they are more prone to impact damage (more fragile) than solid sights. They also seem to encourage using the dots to aim in normal lighting conditions, which reduces the practical accuracy of the weapon. I'd recommend using the rear notch and the top of the front and rear sights as your aiming devices unless it is too dark to see the edges of the sights against the target; if so, THEN you can move to using the dots. Normal sight alignment is: top of the front sight even/level with the top of the rear sight; front sight centered in the rear sight notch (equal bar of light on both sides); eye focused on the front sight (let the target blur slightly if you must). Once the sights are aligned, place the top of the front sight wherever you want the bullet to hit on the target (while keeping the front and rear sights aligned). Consistent front/rear alignment is more important than location of the front sight on target. If the sights are aligned properly, but the front sight is slightly off-center on target, you'll still hit the target. If the front and rear sights are mis-aligned, nobody knows exactly where that bullet is going. Concentrate hard on a gentle squeeze (or press) on the trigger, straight to the rear, without moving the weapon or the sights. DON'T squeeze part-way, and then jerk/slap at the end of the squeeze; squeeze smoothly (gentle increase in pressure) all the way through 'til it fires.
3. I've used BladeTech IWB holsters with good results. I haven't tried many other brands (I'm not connected to BladeTech, or any other gun/ammo/accessory company, in any way).
4. There is no "magic bullet". Get whatever major brand factory hollowpoint load you can find locally, or buy in bulk online. You will need to check that your weapon functions properly with your defensive load, and be able to practice with it occasionally. If the load you choose is too expensive or only available in small quantities, you won't shoot enough of it to have confidence in your weapon's reliability/accuracy or your own performance. I've used or tried most of the popular defensive ammo at one time or another, but your skill as a shooter is much more important in defending your life than any particular fancy ammunition. Right now, depending on caliber, my mags are filled with Speer Gold Dots, Winchester Ranger-Ts, or Federal HSTs or Hydra-Shoks.