Class specific weapons can provide some class only enchantments that you cannot get on standard weapons. Whether or not this is worth a trade off for damage, that is entirely up to you to decide.

For instance, you can find a demon hunter only 1 handed crossbow that provides hatred regeneration or a wand for mages that provides improved arcane pool.

Like James mentioned in his answer, the demon hunter is the only class that has a unique situation where you MUST have a ranged weapon equipped or you can't use his ranged attack skills. And his one handed crossbow is the only ranged weapon you can dual wield.

Just about the only thing you can do to speed up the skill switching process is to right click on the skill you'd like to change. By doing this you'll jump directly to the skill selection for that key, bypassing one page of the menus you'd normally click through.

This is the only way to speed up the process of changing skills. There is no other way to automate or hotkey skill selection in Diablo 3. It must be done through this menu.

Any 'out of the box solution' would require, at a minimum, the use of some form of third party macro or automation software, a clear violation of Diablo III's Terms of Use. While such violations are not always detectable or acted on, the possibility of action against your account and revocation of your license to play would give me extreme pause in considering any other solution.