The most popular tracking software people use is "holdem manager" or "pokertracker".Both come with a HUD (heads up display).They both also offer free trials, so you could try both and see which one you like the best. Are they really necessary? I would say yes if you are going to take your game serious.

On the question of which game you should play. I would suggest playing all formats and sticking with the one you enjoy the most.