A #1: Yes, Blizzard has an online store where you can buy both the physical CD of their games, and also a select few as digital downloads. In your case you would be interested in the digital download of both RoC and TFT
A #2: They sell both the CD version of Warcraft 3 and a digital version.
A #3: You are comparing two different games. Real time strategy (RTS) to a Role playing game (RPG), so I dont think it is a fair comparison between Warcraft 3 and Neverwinter Nights 2. But, the graphics on Neverwinter Night 2 compared to Warcraft 3, are much better. Warcraft 3 is rather old though, and Neverwinter Nights 2 is fairly new.
A #4: Your MacBook Pro (is it the ATI version?) will run Warcraft 3 perfectly. I can almost say for certain that it will run Neverwinter Nights but I dont know the exact System Requirements for it.
A #5: Amazon is a pretty good place to buy games, but
the MacGameStore is pretty good to, and you get the digital downloads with blizzard. Actually, the MacGameStore offers the Warcraft 3 battle chest $10 cheaper than Amazon.
Hope this helps