<Insert witty opening remarks here.>
"Has Blizzard ever said anything about the prospect of allowing Bind on Account items to be transferred to different servers? It'd be sweet to be able to level a Death Knight on a friend's server and start out with the good gear."
As Kadamon mentioned in the comments, the only way to do it right now is to create a character on the server that you've got the items on already and transfer that new toon to your new server. That works.
There is no inter-server mail however. That's something that Blizzard has always said isn't implemented "right now," which leads me to believe it could be implemented in the future. High on the priority list? Probably not. Likely feature for the next expansion? I could see it, I could not. I suspect that if we do see it, we'll see it come about when they introduce account wide achievements.
"Does spellpower affect damage with wands like attack power affects damage with melee weapons? Is there any way to increase wand damage?"
Spellpower does not affect wand damage, and there is nothing that currently increases wand damage either. In my opinion, wands are in need of an overhaul. Prior to patch 1.5 you couldn't auto shoot wands – that was beyond a pain in the butt. And while they're more useful now via stats and giving you something to do during long mana-regen periods, they still could be much more fun.
Maybe if I could twirl it around like a baton or something. That'd be cool. Dance studio. Bears. Beets. Battlestar Galactica.
"Arms warrior DPS in raids is pretty low, I am wondering where we should be currently, and where we should be in 3.1?"
Go clean my room so if I do come home for Easter I have someplace to stay. K. Thx. Bai.
Well... what did you expect I was going to say to my brother?
But to seriously answer the question, go respect fury for greater PvE success. I've seen arms warriors on average do around 2800dps, and fury warriors do around 3200dps (both have a good amount of 25-man gear). Of course, these numbers are very relative to the situation you're in. But comparatively the trend seems to be fury above arms.
There's also the side note here that gear selection can play a major factor. Be certain you're at the hit cap for level 83 mobs, and that you're utilizing arms based gear over fury gear whenever possible. Additionally when dealing with trash, make sure the priority is executing AoE based skills whenever possible.
One thing that always makes me scratch my head with warriors is why they grade themselves on trash performance or fights where you move around a bunch. A warrior performs best when they're able to stand in one place and knock the living bejebus out of a boss. So with that in mind, run some combat log parses of a fight like Patchwerk and see where you are at. And don't, by any means, expect your numbers to be good while doing something like the safety dance.