In one place it says to port forward the 8333 port.  In another place it says that opening 8333 port isn't necessary.
Which should I do? 

If 8333 is open will I make bitcoins faster?

Can I port mask  outside port in router port 8333>9xxxx to port set in client 9xxxx?

Is there a way to test if the bitcoin client is setup properly, I use a variety of clients that have self test?