Let me answer your questions in reverse order.
You usually only pay for trades and such when you sign up for some free league (like sporting news), then decide you want more trades than you get free. At most places, once you've paid for your team, what you do with it is pretty unlimited. Even on Yahoo, a free site with pay options, you can add/drop/trade all you want, within league rules.
Now ... to Tight Ends. This has been a serious point of debate this year. If you check the Point of View articles here you will find one on that very subject. Some guys would give their left nut for one of the big three (Gonzo, Heap, Shockey) but others are willing to pass on them and pick up Crumpler, Stevens, or Miller in the later rounds.
If you draft a Tight End early, you're sacrificing a stud WR. By the end of the 3rd round, Harrison, Owens, Moss, Moulds etc. will be off the board (generally).
The 4th round is a bit different. I honestly believe that guys like Tai Streets and Josh Reed, who can be picked up in later rounds, may do as well or better than WRs who are being picked as #2's in many leagues. If one of the Big Three fall to you in the 4th, and you're a good judge of WR talent, you may want a TE.
If your idea of a Sleeper pick is Woody Allen, stay with the tried and true and leave the tight ends alone until the late rounds.