What sling size? Most climbers will find that multiple of 60 cm (120 cm etc.) work well when carrying slings around head and shoulder, others won't mind knotting them up and hanging them on the harness for minimal interference when climbing. If using slings for making sling draws we recommend 60 cm (it will allow making a 10 cm sling draw or a 30 cm long one if needs be).
Dyneema or nylon? Dyneema's strength to weight ratio is higher than nylon's. It's also a lighter material than nylon, making it suitable for slings and quickdraws. However, dyneema's elasticity is minimal, meaning it will not be as efficient at absorbing dynamic loads (i.e. falls) as nylon. Finally dyneema is more resistant to water, UV light and chemicals than nylon, while tests showed it has a lower melting point, but a higher resistance to cutting.
Why using a daisy chain? Daisy chains provide multiple ready-to-use anchor points. They're very handy when abseiling and can also be used to connect anchor points at belay stations.