Dedicated Circuits - Subpanel importance?

My system is no more. Sold everything. Starting from scratch. Thanks to you and seven months of experience I am doing the following, which is taking care of the number one component, the room:

1. Treating. The full GIK order in October is starting to arrive.
2. Running one or more dedicated circuits.

I am addressing #2 in this post. There are extensive discussions here and one can spend hours if not days trying to wring-out the critical details needed for a DIY solution. I have spent hours and there a few things I need to confirm before I proceed because I was unable to find definitive answers.

I am doing this myself. I do not want or need lectures on only having a licensed electrician do this work. I have been doing my own electrical work for many years and am very comfortable doing so.

1. Does a subpanel help? Is it required? Subpanels are typically supplied from a breaker off of the main panel's bus, so I'm guessing there is no advantage in terms of SQ? Perhaps if I can independently ground the subpanel it might make a difference?
2. Opening up my walls is not an option, so I need to use conduit. This may restrict the number of lines if the wire should not share the same conduit? If I am restricted to Romex 8 or 10,2 versus metal-clad, is it okay for two runs to occupy the same conduit?
3. How much better is metal-clad? Is it required vs Romex? Will metal conduit accomplish the same result with Romex?

Answers to these questions will complete my plans and I will go forward at speed. Hopefully this discussion helps others as well even if it's to know what to have their electrician setup for them.

Thank you!