Hi Morantex,
Welcome to the Nokia Developer Forum.
I would also suggest that you take a look at
Premium Developer Program if you are considering registering at Microsoft Dev Center. For the same price as Microsoft Dev center you get some extra stuff that is valued at about $1500. This program gives you:
* Windows Phone Dev Center - One year of Windows Phone Developer Center membership. A $99 (USD) retail value.
* Telerik RadControls - A free license for Telerik RadControls for Windows Phone. A $99 (USD) retail value.
* Buddy.com Cloud APIs - Up to 12 months' worth of access to up to 1 million API calls per month with Buddy's cloud APIs during your membership. Up to a $1200 (USD) retail value.
* Tech Support - 2 Nokia Tech Support tickets. A $198 (USD) value.
As a complement to WPMorocco answers:
1. Can I create an app in VS 2012 and test it on my physical phone? - Yes you can. You could also with Windows Phone 7. What I do usually is do most of the work on the emulator, and deploy do the phone as soon as I need to test it a bit further. That way I get the best of both worlds. Its a bit annoying to deploy to the phone all the time. You need to have the phone unlocked and without a pin. So I usually just deploy to the phone when I have something that its worth to test on it.
2. Can I do ordinary socket level TCP comms on the phone? - Yes you can, but I haven't tried myself. You would recommend that you
take a look here and see of that helps. There are a lot of information about this on the web, so if you have any specifics it would be easier to give you a more direct answer.
3. Can I debug an app that is running on a physical phone? - Yes you can. Its also very funny to do it

Sometimes I'm running an app on the phone and I completely forget I have Visual Studio open and the app stops responding. I get that first reaction "oh oh a bug" but then I look at the my laptop screen and I see that Visual Studio is waiting for me
4. How can I get my Windows desktop to see or interact with a phone? - You need to install the client tools. because you are planning on developing for Windows Phone 8 I assume you have already a Windows 8 pro 64 bits machine right? If so you can get the
Windows Phone app here
5. Are there any tech tools that allow me to see detailed info about my phone, like network activity, bluetooth status, memory use, running processes etc? - Sort of. Visual Studio has an amazing profiling set of tools for Windows Phone, so I would recommend you take a look at that. For network monitor I recommend that you use other tools like Wireshark as WPMarocco suggested.
Hope this helps.
Also don't be shy ans stop by
Nokia Wiki. There isa section dedicated to Windows Phone that I'm sure you will find useful.