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I really dislike it when I find some answers to the questions I post. Still, it's better than asking everyone else to do my work. After looking around some more I found information on the AmiBroker site at the following link:
http://www.amibroker.com/docs/ab305.html
It details how to set up AmiQuote to gather EOD data from Yahoo. It also provides a list of 7700 stocks which are already associated to their proper market, group and sector/industry. It is a great starting point. The documentation also implies that updates can be done automatically and all at once. I am going to give it a try.
This doesn't answer all of the questions above - best "lash up"; symbol issues; symbol association automation etc. - but it goes a long way in that direction.
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