1) Where do you actually buy them from? Do you have to buy them individually or do you buy them in a pack?
The link Jamie posted is where I got my set from.

2) The CIM motor in the link looks like it has a shaft that would need an 8mm shaft hub attachment. Similar to question 1 where would you get a hub that is a gear thing?
The gears I get (from gearsandsprockets.co.uk) have hubs attached to them though not all have hubs. They are labelled if they don't.

3) Really silly question now. With gears (and for example in the picture Lucy sent above) what do you use to join the two pieces of plastic together and what metal bars do the gears go onto?
The only thing attaching the two sides together in that is the shaft though technically, they aren't "connected" at all since the shaft doesn't bite into the plastic holes it sits in so it's better to think of it as a carrier. Each side sits on L brackets.

Both Azriel 1.0 and Jibril 2.0 have a big bolt running in the back of their carrers to hold the back together to reduce flex.

In Azriels case, the output gear sits on a M10 bolt which has nuts and washers to form the front brace. For long term engineering use, that is a terrible idea but let's face it, fighting robots are often short term and limited time use machines. If it was a spinner running on a bolt like that, it'd wear out very fast but in this case, I don't see it being a problem. There is a video in my build thread showing the rebuild of the carrier where it shows this.

In Jibrils case, there is a idler gear on the front of the carrer which is held in place by two shaft supports With the back support, the 12mm shaft at the front and the big 20mm shaft up top which will have holes drilled in to keep the shaft in the bearings, that makes a strong structure. You can see this in the latest build video I did.

The shafts in the picture is a chromed steel 10mm shaft which I got from gearsandsprockets.co.uk. Jibril is supposed to be using 12 and 20mm titanium shafts but I don't have the proper tooling (yet) to cut them quickly. In light of that, it is currently using a 12mm shaft cast off and a 20mm 316 (I think) stainless steel output shaft.