What is the best process for a first-timer doing a small drywall finishing job?

As part of some home renovations I recently hung the equivalent of nine sheets of drywall — eight on the walls (including a basement staircase) and one on the ceiling. I've done small patch jobs on drywall before and it's something I loathe. I got some quotes to have the finishing done, but apparently business is good for drywall finishers — the quotes are four times what I anticipated, are scheduling almost a month out, and will take up to 10 business days to complete.

So I guess I'll be learning to finish drywall.

As this will be my first time finishing more than just a patch job, I'm looking for a process that will be straightforward and give me a high probability of success. Time is not a concern. Here are my questions:

1. Paper tape or mesh tape? From what I've read, mesh tape is easier to install (good) but not as strong (bad) and requires compound that I'd have to mix up myself (bad– another thing to figure out). It seems like paper would be a bit harder to position and install, but otherwise is a better choice. So the question here is which is more challenging — getting the compound mix right, or getting the paper tape installed properly?
2. Pre-mixed vs setting-type compound. Pre-mixed eliminates a step that I could mess up (good), and the main disadvantage seems to be that it takes longer to dry. Since I'm going to be slow, and will do most of this weeknights after work, that doesn't seem like a big deal. Are there other reasons why I should consider setting-type compound?
3. Dust control compound? Home Depot sells this stuff, which sounds like snake oil to me. It costs $2 more per bucket. Is it worth it? Are there disadvantages?
4. Oh my god the dust. This is what I remember about patch jobs, and what everybody complains about. Any pro-tips for dealing with the dust? Do these things actually work?

In all of these considerations, I'm not paying for someone else's time so I don't need the most convenient option — I need the most fool-proof (the fool being myself). Since this is a small job, cost isn't too much of a concern either — at least not compared to the outrageous quotes I got.