I owned a 28' for years and liked it very much. Mine was a single engine converted to diesel (yeah, I'm that diesel nut) but it now has a chrysler in it and the lady who bought it likes it very much.
staying warm: You have no insulation, just reflective foil on the hull side of the interior. I used reflectix, from Lowes, taped or glued to the back side of the interior panels. This is the easiest fix I know. If you put foam between the frames, then you will have cold spots where the frame is. Welcome to aluminum. I use an oil-filled electric radiator at the dock, and it suffices down into the 40s. On the hook you will need something that burns fuel. Under weigh you can get heat off the engine. Check out Hamilton Marine for suitable stuff - they are in Maine and they know cold. I don't know how late you want to be in, but I am in Alexandria, VA this winter and it is pretty cold.
docking in a crosswind: I wouldn't buy the thruster until you have tried handling the boat.
autopilot: Hydraulic is best. Don't spend the money until you have tried running the boat. I don't think it needs one, even if you are alone on board. You must maintain a watch under weigh, so while you are watching you might as well steer.
anchor for muddy bottoms: I use a Guardian (cheap Fortress, like a Danforth but aluminum), a Bruce (claw), and a Herreshoff (yachtsman) at different times. The Guardian is far and away the best in mud. The claw works well on a mixed or hard sand bottom, and the yachtsman can be trusted on rock or hard marl. In the Chesapeake I would go for the Guardian. Don't pay extra for the fortress, it isn't any better. I have not actually cruised the Chesapeake since around 1950, so get opinions from some of the local guys.
propeller: you can probably go up an inch in diameter, that's about it. you can go to four blades, I think FastJeff has done this.
speeds: a fuel flow meter is worth the money.
exhaust pipes: it is common to run the bottom paint up past the actual waterline. The exhaust pipes should be above the actual waterline.
bottom paint: there is a ton of information on this forum about bottom paints. I use trilux 33 with biolux (in Florida) and it works well. I pay a diver to scrub the hull to expose new paint about every 6 or 8 weeks. find out what the local guys use.
1975 32' Flybridge Sedan, twin Perkins 6-354 diesels, 1:1.53 velvetdrives, 16 X 19 props. Merritt Island, Florida