i hope i can answer your questions in a right way.. this is how i think of it..
for the shadow issue.. if ya have objects invisible but ya still see a shadow.. place a compositing tag on it.
in this tag you can set cast shadows off and you can animate it.
dont really know if this is the right way to do it but atleast you wont have any shadows..
for the render part. in the render settings you can set a preset for your animation.. if ya take like 640x480 it will render alot faster..
you can also switch the save option off.. that way you still render your whole movie but sont save to disk.
as for the movie itself.. in the save tab at format you can save as any format you like. i have avi and quicktime but you must have quicktime installed before the quicktime option shows in cinema.
then combined with a 640x480 you will have a low res small size video for testing..
for me when im testing i dont save a t all.. i just want to see the movie and dont want to have a file from it.
when im satisfied with the animation then ill save to disk.
for the sound part ill have to guide you to this site.
ive never used sounds before in cinema..
i always do that in after effects and that works fine for me.
the best way to animate is just build a rig with controllers.. animate what you want like a simple walk.. set that as a motion clip and you can use the motiuon clip when ever you want.. if ya build a run cycle and set it as a motion clip you can blend those to together..so in the middle of a walk cycle he starts running or jumping or die-ing :P what ever you like...
build a rig.. test the the rig with the movements you want... bind it to your mesh.. weight the mesh.. this is the really boring part.. hahaha...
and then start animate..
as for tutorials, well there are alot of them.. the simple tips and tricks can be found on youtube or vimeo..just search for c4d rigging.
as for the advanced tutorials i would recommend Hrvoje tutorials on human rigging. they have some neat tricks on how to simplefy the rigging part.
but it will cost ya. not much though. definitly worth to watch.
he has a new volume upcoming where the animation and motion clips will be discussed.
here's the post about it.
I can also recommend Digital Tutors tutorials on animating and rigging.
there are more on the site but this is just an example.
ive figured out the cloner/effector problem as well...
in the cloner object in the tab transform.. you have a color channel as well..
the first color will be that color and the second one of the colors ya chose in the colorizer..
if ya make the cloner color black.. you will have both colors from the colorizer.
work with me now.. also in render.
mine shows grey at first and when the effector passes it goes the color i want...
this is just not what i expected.. i will look into this..
but then again.. there is another way that is waaaaaaaay more easy..
kinda big fail on me not thinking this the first time..
just keyframe the color channel..
ive attached an image wich one you have to keyframe..
pick a frame and your start color and keyframe..
then next frame pick another color and keyframe it again.
then youll have your color switch.
rendered this out and it works.. hihi
on your first question i cant help ya..
for the second.. from what i read in the links below, you need to export it to FBX and then import it into UDK.
i have really -0 experience with this so i cant say of these will help..
i hope it will...