Have you checked in your manual? If there isn't a switch then you'll have to use Eurolites or similar. There are plenty of cheap ones available on ebay!
You probably don't have triple zone climate control as I believe this was only fitted as an option on Ghia models. See the attached manual pages for information and check whether you have the same control panel. Climate Control.pdf
Switching ESP off will have no noticeable effect whatsoever on fuel consumption. It is just a low power electronic sensor system which only activates the brakes when it needs to. So, during normal use, the power drawn from the alternator is negligible.
It appears to be fairly straightforward if you look in your manual. You need to remove the complete headlamp unit first then access to the bulbs is simple.
32psi all round is for the petrol-engined cars only. As yours is diesel it should be 35psi front/ 32psi rear for normal load rising to 38psi front / 45psi rear for full load.
There are a couple of TSBs relating to power steering failure - 48/2007 and 22/2008. Both suggest updating the Power Steering Control module software. However, you'd need to pay a Ford Dealer to do that!
Check here for compatibility - http://www.ford-mobile-connectivity.com/home. Not all phones are 100% compatible and those tested by Ford have details of what does / doesn't work.
This is probably biased towards LHD cars as more of these would be built. If it was a simple change Ford would have included it in the manufacture of RHD cars so it probably isn't!
The Mk I engines could cope with biodiesel but the PD engines in the Mk IIs will not tolerate it long term. Definitely do not use it in the Mk III as it is a common-rail type engine with very high fuel pressures. (There is a reason why 5% maximum is stated in the owners manual for both MkIII and MkII cars. Of course the people selling biodiesel will tell you how good it is for your engine!)