Hallo:

[1) Preferences-Bandwidth: are the values PER connection or IN SUM for the machine?]

As far as I know they are in sum.

[2) Connections-Advanced: What means "Bandwidth" and "Efficiency" exactly? What do the values tell me?]

'Bandwidth' means there: The bandwidth taken in traffic with the specified servent. 'Efficiency' I am wondering for myself.

[3) Is it more conveniently to be connected to Supernodes than to other types of nodes?]

Yes; in general it is, if your connection is, say, not the fastest. Then the supernode will handle most of the query-through traffic for you.
If you have a big bandwidth you should consider to be a supernode for yourself, for which you should calculate 4-8 KB/s - but you would be a well-doer for gnutella then. But this is my personal opinion, if I err I would be gladly corrected.

Greetings, Christian