1. "Add to Bookmarks" is a hardcoded option you cannot remove it.
2. Other servicemenus reside in share/apps/konqueror/servicemenus directory under $HOME/.kde or /usr or /opt/kde3. You can add or remove in that.
3. "Open with.." is a special menu. Its behavior is controlled by mime types installed. To configure that u have set the options in "Settings->Configure Konqueror->File Associations" for the specific mime type.
4. To form multitier menus you have to use the option "X-KDE-Submenu". For detailed info see this excellent tutorial by Aaron Seigo http://developer.kde.org/documentation/tutorials/dot/servicemenus.html