I'm not a Wave owner but:
(1) Traveller = good. You will have to have the Club Wave to do this because the regular Wave's trampoline straps around the rear crossbeam, making it impossible to have the traveller attached.
(2) The jib has not been well received by Wave owners - it is quite small and also adds two blocks to the middle of the boat which easily get in the way. The Hobie spinnaker kit has had an OK response, but another option would be to get the mounting equipment (pole and bridle) and get a flatter sail like a reacher or hooter made for it, with a furling attachment.
(3) Wings are not available for the Wave but backrests are (they are padded tubular instead of the flat surface on boats like the 17 and Getaway). As for leaving them attached, that would have to do with how wide the boat is with them and your local road's maximum width laws
(4) I don't believe sail bags are standard equipment. In any case, you will need to take the sail off and roll it up - it is fully battened and doesn't roll around the mast or anything.
I have set up and sailed a Wave before - it's not anywhere near as fast as a bigger cat but it smokes anything else you've probably sailed, especially when solo. Plus, setup time is very low! We had never done it before and had it up and going in 15 minutes. If you glued the mast together (it comes in 2 pieces so that the non-club version can be car-topped), and keep the shrouds attached, you could probably be up and going in 10 minutes.
Just my 2c!
Unofficial Fleet 72 Communications Officer and Div 4 Webmaster