Greg,
I can take a stab at these, starting with the easy one: Yes, the SF-2 can be used as a preamp, depending on how you hook it up. If you plug the instrument into the front panel jack (and don't put anything in the Channel A line level input on the back), it functions as a preamp. You get a choice of 0, 10, or 20 dB gain, configured by an internal jumper. I use mine this way (don't own a preamp), and I think there are a few others here doing the same. You might take another look at the description on the Products page, it's fairly complete.
Here are the basics on the pickup options. The Series pickups are single coil; everything else is humcancelling. There are some differences in tone resulting from these two different design approaches, but I can't properly describe them and the single coils aren't an option for you anyway.
An AXY is electrically and tonally identical to an MXY. The only difference is that the AXY is in a larger plastic housing; the guts are identical (at some point in history, they shrunk the housing as much as possible to create the MXY look).
A FatBoy uses the same housing as an AXY (you can't tell by looking at them, at least from the top), and is the same humcancelling design and (probably?) the same number of windings as an AXY/MXY - except that it is wound on a magnet which is larger, along the direction of the strings. This results in a wider aperture, meaning that the pickup is listening to a longer section of the string, roughly twice as much.
This means that you should get a somwhat more complete, or complex tone, and (I think) it should also help to reduce the tonal variations as you move up and down the fingerboard. They are also louder.
I suppose you could turn that around, and say that switching from AXYs to FatBoys might cause you to lose a slightly more quirky tone from the narrow apertures, but I have a difficult time thinking of that as a loss.
A few people who have tried both have commented that the FatBoys growl a bit more, or may overload or distort too easily (I think that may simply be a matter of taste/perception). I currently have mine almost as far as possible from the strings, and find that gives me a really nice clear tone.
But they also sound good closer, and if you end up not using a preamp, you might find you can get a hint of something similar to tube overdrive by keeping them closer to the strings, if that's what you want.
Personally, I don't think you can go wrong with FatBoys. You get the wider aperature of the Series pickups (which is certainly a factor in tonal differences), although you still won't have the single coil design (probably a bigger factor).
However, I must point out that I haven't had the opporunity to make direct comparisons myself. So if you decide to switch, maybe I could borrow one of your old AXYs for a short while...
-Bob
