Mt. Gox and Tradehill don't seem to have much in the way of documentation before registering, is this available inside or somewhere else?
The operator of Mt. Gox exchange has said that the terms of service agreement is being updated. Perhaps it will show when the planned updates to site are brought online.
In the meantime, the Bitcoin wiki probably has the most complete information.
Particularly regarding rules like how much you can put in/withdraw etc.
With Mt. Gox, $1K/day and $10K/month may be withdrawn. To obtain higher amounts requires a request for limits to be increased.
With TradeHill there are no per-day or per-month limits appently:
There are no "maximium deposit" amounts other than what common sense would tell you knowing that neither is based in the U.S. and as such, neither is FDIC insured.
Is it recommended to use TOR or proxies to get there and/or for trading for security and/or anonimity?
Both exchanges will use SSL https:// support so browser communication to the exchange is as secure as what SSL provides. As far as using TOR neither exchange operates a hidden service.
Never having done trading before, what regulatory/tax requirerements should I be aware of?
Edit: also, is there more in depth documentation of bitcoin itself, apart from the whitepaper? It doesn't have much detail, and I was hoping to avoid diving into source code
A fantastic source of information is the interview Bitcoin lead developer Gavin did on Omega Tau:
The Bitcoin wiki has the most current and accurate details of most everything though.