First off. The only way to provide proper "grounding", is to install a grounding conductor from the panel to each outlet. Providing AFCI and GFCI protection to the circuits is helpful, but these devices will not provide "grounding".
If you switch from 2-prong receptacles to 3-prong on these circuits, you should not connect anything to the grounding screw of the receptacles. You should also (technically) install labels at each outlet that read "GFCI protection" and "No Equipment Ground". Though, these labels aren't common in residential situations.
- Replace GFCI breakers with CAFCI breakers and add GFCI receptacles to the first-outlet on each circuit.
This is probably going to be your best bet. In this scenario, the CAFCI breaker provides protection to the entire circuit. The GFCI protection being at the first outlet, means that while the wiring from the panel to this location is not protected, the rest of the circuit is protected.
- Keep GFCI breakers and add AFCI receptacles to the first-outlet on each circuit.
This isn't a terrible option, although the AFCI device will not be protecting the wiring between the panel and the device. Also note that an AFCI device only detects line to ground arcs (parallel arcs), while a CAFCI device detects both line to ground and line to line arcs (parallel and series arcs).
- Replace GFCI breakers with Dual Function AFCI/GFCI breakers.
If you could actually find these (and could afford them), this would probably be your best course of action. Unfortunately, these devices probably don't exists (yet) from most manufacturers.
No, Code says nowhere that a receptacle-type AFCI or GFCI is required; breaker-type GFCIs and AFCIs are also usable whenever AFCI or GFCI protection is called for by the NEC or otherwise desirable. In fact, circuit breaker manufacturers now offer a device that's both a GFCI and a CAFCI in the same package -- look for a DFCI (Dual-Function Circuit Interruptor) breaker.
As to your clarified question (cites from the 2014 NEC):
The refrigerator receptacle and the dedicated microwave receptacle do not require GFCI protection, as those receptacles are not installed to serve the kitchen countertop surfaces, and likely are more than 6' from the edge of your kitchen sink as well.
The DW circuit, however, does require a GFCI, even though it is hardwired, as per 210.8(D):
(D) Kitchen Dishwasher Branch Circuit. GFCI protection shall be
provided for outlets that supply dishwashers installed in dwelling unit
locations.
Note the word "outlets" in this passage, vs. the use of the term "receptacles" in 210.8(A) -- in Code parlance, an "outlet" is a place where power is tapped from a circuit to serve a utilization device, whether it be a hardwired device, a luminaire, or a cord-and-plug connected device, while a "receptacle" is what you plug cords into.
The disposal does not require GFCI protection either, unless its receptacle is within six feet of the top inside edge of the sink bowl "as the cord flies". (In other words, the receptacle, while not covered by 210.8(A) point 6, may fall under 210.8(A) point 7.)
Best Answer
Sure, go for it
There's no basic problem with what you propose. Feel free to put CAFCIs in all breaker positions.
You may have a problem finding AFCIs larger than 20/30 amps, and you may have trouble finding 2-pole AFCIs in some cases. In this instance, for equivalent protection where AFCI is not mandated, simply run those circuits in metal conduit, e.g. EMT/THHN wire. This will protect the wire, not the appliances.