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.
I've used Orbs of Scouring a couple times so far. The main use of it seems to be if, for example you find a magic item with great sockets, but, still, it's only magic. You can use an Orb of Scouring to remove the magic affixes and return it to normal, then an Orb of Alchemy to turn it into a rare item, making it much more powerful and useful than it originally was.
Whetstones/Scraps are also much more effective on normal items than on magic/rare items, so it is oftentimes worth it to Scour an item back to normal, increase the quality, then use an Orb to return it to its former level. Of course, you won't want to do this if it already has excellent affixes, as the odds of getting them back will be almost nil.
Best Answer
Let me preface, I've played hundreds of hours on hardcore only so my views on crafting differ widely to softcore where there is no removal of items for the economy.
Wait for high ilevel items, lvl 56+ is usually a good place to start. The reasoning behind this is to make sure that your not wasting currency on low level rolls.
Highly subjective, generally a good rule of thumb is to look at the possible max rolls, if you have a high potential max roll and you have a low actual roll then go for it.
Easy buy currency low and sell high, play the market. Selling 1 exalt today might make you 1.1/1.2 exalts tomorrow (exchanging chaos).
I assume your talking about high level items/uniques. In that case always watch the market, keep an eye out for new builds that rely on certain uniques and make your money there.
Whetstones and Armour Scraps are dirt cheap (look for the 40% vendor recipe). Always max your items out. There's no need to be running around without 20% everything. Also worth noting that white items get 5% per consumable apposed to 2% magic (I think) and 1% rare.
Hone always, discard rarely. In any league your characters will greatly benefit from your hand me down gear. Also there is a real market for twink gear if you have some nice pieces.
Hopefully that should help!