1. DS Agents are on the Foreign Service pay-scale instead of General Service scale. Usually DS Agents are hired at Class 6 with other factors determining your Step. Agents receive the same training as their 1811 counterparts but are classified instead at 2501 instead because they are world-wide available.
www.afsa.org/2006pay.cfm (FYI, this is an '06 pay scale) **Moderators feel free to repair my link** (gotcha -Mods ;) )
2. DS Agents usually spend their first tour (3 years) at a field office carrying out investigations in the U.S.. After that, Agents can bid on spots world-wide and pursue their own career path. (There's much more to it and I will try to find a link to another post of mine that goes into further detail.)
3. Off-duty carry. Yes, DS Agents are authorized to carry off-duty.
4. Opportunities to stay state-side (CONUS) are always available, but due to DS Agents falling into the "Foreign" service, it is usually career suicide if you're willing to accept ANY spot in the U.S. just to stay in the U.S.. That being said, many agents find themselves spending 3-5 years in the U.S. between overseas assignments. In the end, it all depends. (There is a 5-year rule however, which forces Agents to take an assignment overseas following a 5 year stay in the U.S..)
Hope that helps.