Yes, global removal works. Check out the "Remove Link" message code to see all of the new options.
You could do with either method of subscribing. If all lists are on different sites/ListMail installations you might use some JavaScript that changes the ACTION of the form.
If all lists are on the same site you might use checkboxes in a multi-list subscribe setting as per your second example.
Alternately, you could use a combination.
Regards