Require name fields at registration, and require rest of field once logged in

You can also achieve this by doing the following.

Suppose you have a role 'actor'.

if you want to register a user as an actor let them go to /user/register/actor.

In your module, create the hook user (see http://api.drupal.org/api/function/hook_user/6).

When a user signs up, he will have to fill his full name, and when a user has signed up as 'actor', you can make him fill up a form before he can continue:

/**
 * Implementation of hook_user().
 */
function YOURMODULE_user($op, &$edit, &$user, $category = NULL) {
    switch($op) {
        case 'register':
            $fields['firstname'] = array(
                '#title' => t('Firstname'),
                '#type' => 'textfield',
                '#required' => TRUE,
                '#weight' => -20,
            );
            $fields['lastname'] = array(
                '#title' => t('Lastname'),
                '#type' => 'textfield',
                '#required' => TRUE,
                '#weight' => -18,
            );
            if (arg(2) == 'actor') {
                $fields['agent'] = array(
                    '#title' => t('Agent'),
                    '#type' => 'textfield',
                    '#required' => TRUE,
                    '#weight' => -9,
                );
                $fields['address'] = array(
                    '#title' => t('Address'),
                    '#type' => 'textfield',
                    '#required' => TRUE,
                    '#weight' => -7,
                    '#description' => t('Address'),
                );
                $fields['city'] = array(
                    '#title' => t('City'),
                    '#type' => 'textfield',
                    '#required' => TRUE,
                    '#weight' => -5,
                );
                $fields['phone'] = array(
                    '#title' => t('Telephone'),
                    '#type' => 'textfield',
                    '#required' => FALSE,
                    '#weight' => -4,
                );
            }
            return $fields;
            break;
        case 'insert':
            add_name($user, $edit);
            if (arg(2) == 'actor') {
                add_actor_data($user, $edit);
            break;
        case 'login':
            if (in_array('actor', $user->roles)) {
                $_REQUEST['destination'] = 'movies/'.$user->username;
            }
            break;

    }
}

/**
 * Add full name for this user
 */
function add_name($user, $edit) {
 ...
}

/**
 * Add data specific for actor role
 */
function add_actor_data($user, $edit) {
 ...
}

1) No, you can just use user/register/whatveryouwant

2) No, because you do it explicitely. You have to check it as a content profile in the content type, otherwise a user can make more than 1

3) If you want them to fill a field, it should be required, that's up to you.

4) the function add_name($data) you can do something like this:

function add_name($data) {
    $node = new stdClass();
    $node->title = t('Full name of user');
    $node->body = "";
    $node->type = 'personalia';
    $node->created = time();
    $node->changed = $node->created;
    $node->status = 1;
    $node->promote = 0;
    $node->sticky = 0;
    $node->format = 0;
    $node->uid = $data['uid'];
    $node->language = 'nl';
    $node->field_firstname[0]['value'] = $data['firstname'];
    $node->field_surname[0]['value'] = $data['lastname'];
    node_save($node);
}

What you also need first is a content type 'personalia' with fields firstname and surname.
Make sure content profile is checked: so this content type is a content profile node type.
Then u can use this function.
What this does is it makes an object node and fills the object with the data from the form.
Note that you only need to pass $edit parameter, the uid is in $edit['uid']. So in my original post the call would be
add_name($edit);

The other function is similar.