(About Dragons: How difficult are they to keep fed? Does each unit of fuel they have in their status screen require one unit of antimatter?)
I think each unit of fuel is one antimatter. Not sure though. By the time I got Dragons I found it pretty easy to keep them supplied, but I run a pretty heavy production line. Was around 40 workers when I built my first dragon, now at 80 (Nov 1).
(About starting aircraft: which do you prefer, Stilettos or Saracens, and why?)
Personally, stilettos. They're better fighters early on and I usually can't take advantage of a Saracen's long distance coverage anyway. By the time they get to the other side of the planet, the UFO I saw will be gone. If you use interceptors to patrol, though, then it's probably the best craft because it can stay in the air longer.
(About aircraft parameters: Is the 'damage' parameter in the script files the hitpoint value? Does the 'range' parameter determine weapon range? I thought the weapon alone determines the range...)
Yes, damage = hitpoints. Range determines how far it gets on a single tank of fuel, I believe. Check out the commented section at the top of aircraftmanagent.ufo. It describes all or most of the parameters.