First things first, for a case just go with any silicone one as I find they tend to be the best and least bulky, as for the screen I've had my iphone 3g for over a year now and with a poorer quality screen I've not manged to scratch it even when it's been dropped outside and just generally thrown about.
Jailbreaking is easily reversed, just by restoring the phone with itunes and you can still back it up when it's jailbroken so no worries there. Not sure about the sms but I'd imagine it's definately possible, there must be a forum somewhere with instructions on it and there is definately an alarm clock, it's just in the standard clock function and works perfectly well with a snooze function as well!
Hope this helps you out a bit.