Are the pets bound to a specific character or to the account

If I understand it properly, I think there's a problem in the question itself. As you said:

The merchants give you Scroll Fragments for white items, so we can sort of divine that that is the base item value. But it doesn't really flow well from there [...]

It doesn't add up, indeed, and you gave the exact reason in your own question:

• Path of Exile has done away with a single unified currency entirely. Exact
• [...] there's no way to tell what anything is worth, or which items are worth more as part of the local economy. More or less correct

Actually, while there isn't any curve to express the value of the items in terms of value, we probably could figure one out based on the difficulty to obtain the item from the vendors.

• You can get a Scroll Fragment with pretty much any crap item (which are easy to find).
• You can make a Scroll of Wisdom with 5 Scroll Fragments (which are easy to find, but you need 5 of those).
• You can get a Portal Scroll with Scroll Fragments (but you need 15 of those). It's getting harder to obtain, but still feasible.
• You can get an Armorer's Scrap with an piece of armour with a 20% quality, or with several pieces of armor with a total of 40% quality: feasible, but you'll need patience.
• You can get a Chromatic Orb with any item that has 3 sockets of different colors and linked together: you'll have to be very patient to find one of these.
• You can get an Orb of Chance with 2 rare items that share the exact same name: it's getting super hard.
• Etc.

With that in mind, the whole currency thing becomes a matter of recipes, and the "value" of each currency item is determined by its difficulty to be "cooked" (let's put it this way) and, therefore, its rarity.

The vendor recipe system allows the player to sell items to any town vendor in exchange for a multitude of currency items and equipment. Each recipe requires semi-specific items or combinations of items be put into the sell window at the same time, and the outcome will change based on any recipes that have been matched.

Source and list of known recipes: http://pathofexile.gamepedia.com/Vendor_recipe_system

The only remaining uncertainty in this system is the drop rate of each currency item (because, of course, it's also possible to obtain them by killing mobs). But I couldn't find any information about it.

The dev diary given by Gnoupi is also an excellent reading: Dev Diary: Rethinking Gold as a Currency.

Evasion works with a "roll" system. Each attack generates a hitroll, which is then added up against your evasion. When the hitroll number finally goes over your evasion, you're struck by the attack, and the hitroll number resets. For some reason, they still express this as a percentage to dodge, when it's not probability based at all.

In addition, evasion will not help you at all once an attack penetrates. It is very much possible to be one-shot by bosses such as Brutus, ESPECIALLY on the higher difficulties. For these reasons, I find it very difficult to recommend pure evasion for a non-Ranger in solo play. In group play, you can have someone else taking the brunt of the damage.

I don't have much experience regarding energy shield, but I do know that it bleeds through on attacks that deplete it. That is to say, if you have 50 ES and get hit for 100, 50 damage will bleed through and strike your health directly. It seems to be nothing more than an addition to your existing health pool. Beyond that, I can't really comment.

Regarding armor: All forms of armor-granting gear have a strength requirement. It is possible to increase your strength on the passive skill tree, but given the Shadow's starting position on the tree, doing so would make your build less efficient on the higher difficulties. Armor offers a straight damage reduction, though, so if you're going to be struck by something, armor is the one value that will actually reduce the amount of incoming damage.

If you feel the need to go for armor, I would highly suggest ditching the Shadow, as its starting position on the skill tree makes it difficult to pursue STR boosts without damaging the character's long-term sustainability. Given that you like to play a ranged style, I would recommend rolling up a Duelist and working on a ranged build, as the Duelist's starting location is ideal for mixing DEX and STR (being a hybrid class of the two stats).

If you decide not to go down that route (understandable), I would just maximize evasion and not worry about Energy Shield at all. As such, Dexterity would be the best stat to focus on. If you've got a lot of blue skill gems you want to keep around, taking a couple of INT nodes on the skill tree would allow you to keep using them without overly damaging your long-term viability.

To answer your final question: Marauders can be DPS oriented or tank oriented. It all depends on how you want to play. Neither build is inherently advantageous.