Never did buy transports. I guess it could be useful if transporting tanks and mechs would also cost double? Or if a disaster happens and one loses too many at sea?
Coastal defense with Germany but not too many, only some strategic places and only latter (divisions are more important to have; first something on the Atlantic wall, no point fortifying an empty hex...)
HQs "sometimes" with Germany (only 1 or 2) and, very rarely, with Italy (1), but latter on in both cases (1942+) if I can afford it. With US yes, of course. With Soviets usually not (or maybe 1 for Karelia). With UK never unless one is lost.
Yes for cavalry, cheap mobile units (2 with Germany; 1 with USSR since the 1st is missing ), and if I feel like it 1 for Italy too).
No except for Italians and maybe Soviets that can not have divisions. For the others, the marines is not very useful. It is stronger I believe in CV, but for the price, might as well get a normal division even for landing.