If you have an etching question, email me, and I will attempt to answer it here, if I can't, or have no experience in it, I will post it under questions below. My answers are based upon personal experiences. There are many variables to consider when sand etching, I do not guarantee results, and assume that you take appropriate safety precautions when working with glass and sand blasting or acid.

I prefer to use your name, and city, for your questions, but will not include your email address.

I think that the majority of etchers are self taught. It is rather difficult to offer such general help as what you are asking for. Can you ask any specific questions that would help you if you knew the answers?
If you look through (maybe you have already) my 8 updates of my Q&A page, I have answered many different questions for others.

A thought first: you might want to check with your motor vehicle department, and make sure that etching the car windows in your locale is legal - I know in some places it isn't as it impedes the view.
There are a couple of ways you can do this, a very simple way is to use an engraver with a carbide or diamond tip (these are just like a pen, and the tip is drawn or scraped across the glass by hand). You could also use an electric hand-held engraver - you probably know these as being used to engrave a SIN onto valuables etc., and have a small tip that vibrates - sort of like a very small jack hammer. Come to think of it, you are going to etch car windows, which are tempered - if you use this method, you should try it first on an old car window, and just make sure that it wouldn't break it.

I don't have any experience with a screw type compressor, so I can't really answer your first question very well. A 5 HP piston type (tank mounted) with a 60 gallon tank I have found more than adequate for the etching that I do. I use a 2 HP piston type with a 12 gallon tank for etching on site. The only problem with this one, is that it seldom shuts down when you are etching.
I would suggest that you should go about this in a different way, firstly decide the sand blast unit you are going to use, then get a compressor to fit it. The sand blast unit will have a measure of air usage called CFM (cubic foot measure) check this against the compressor, make sure that you have a little extra, and it should be fine.
By dehumidifier, I assume you mean an air line filter. This is an absolute MUST. Even if you live in a dry climate, I would still suggest that one should have an air line filter - it avoids much frustration. It should be placed on the air line from the compressor as close to the blasting gun end as possible (4-5 feet is fine). This will avoid your aggregate from getting damp, with water that is in the compressed air, and clogging - anyone who has had this happen (me included) will agree with me.

I too have had difficulty with photoresist on plexiglas (Photobrasive 3 mil is the product that I usually use). I found that if I glued the resist onto the acrylic and left it a few days before I peeled of the carrier sheet, it would stick better. I also left it a few more days to 'harden' on the plexiglas before I etched it. This, I found would stay on, without blowout.
As far as the etch itself is concerned, I have found that plexiglas is much harder to work with than glass. It takes longer to etch all the areas of the resist, and it takes MUCH longer to deep etch than glass, and I have never tried to deep etch plexiglas with a photoresist - personally, I don't think it would take it. Even using a hand cut resist, 0 size aggregate, and a high pressure, it still doesn't do what you can with glass. I think what is happening, is that the aggregate is bouncing off the acrylic, rather than hitting, and breaking off pieces of substrate as with glass.

Let me preface this reply with two comments:

1. I have never used hydrofluoric acid for etching glass (although I looked into it early on, I was unable to find a source for it, and decided against it when I found out it was as dangerous as it is).
2. I would NOT suggest anyone use it - especially since sand etching can give the exact same effect, and in my opinion is much safer.

That said, if you are still going to try it, (assuming that you can find it somewhere) there are a couple of things that I would suggest:

Buy or get a loan of the book "The Techniques of Glass Engraving" By Jonathan Matcham & Peter Dreiser, 1982 The Larousse Art Craft Series, Larousse & Co. Inc. NY, New York (ISBN 0 88332 267 6). It has a chapter on etching using hydrofluoric acid, and the precautions that SHOULD be taken. It also covers dilution, and timing. I could give you the pertinent details here, but I think it would be better for you to read the entire chapter.
I did some searching on the web, and came up some other information that I did not know before (a bulletin board for jewelers):

I am assuming that with the term 3D etching, you are meaning deep etching? Or do you mean using more than one piece of glass for a built-up mural?
With the former, I too have not found that much information on it, most of what I have learned is through trial and error (mostly many trials).
If you are meaning a built up mural, every image is different. You have to start at the rear most area of your image, and place it on the last piece of glass. The image has to be divided into the number of pieces of glass that you want to make the mural of. You can also divide it so that say a building on one side of the street, is on a pane behind a building on the other side of the street. I would suggest that you should start on paper first, and work all your details out on that (for instance, if you use tracing paper, and draw image over image, it will give you an idea of the finished product before you start your resist work.

What a neat idea, I'll have to try the freezer thing!