You don't have to change it every time you start the car do you?

nope

only if your battery is disconnected

(It should reload whatever is in map 1 if the ECU gets reset, regardless of what map you had it in before)

ok, I am going to throw a noob question out...say someone is trying to steal your car, it will automatically switch to anti-theft? or you set it that way before turning off car? I dont even have my Z yet, but have read a lil on the uprev, just wondered about it. Sorry if its been covered somewhere, just thought since everyone was discussing it, I would throw it out there

You set the mode you want, and it stays there. 94 octane, 91, stock, valet, or anti-theft.
If you disconnect your battery, it goes back to stock mode.

Nope, as another said, it will load whatever is in the first "slot". At least when UpRev sent me my tunes, my tune was in the first slot, stock is in the second.

You can have your 'slots' set in whatever order you want.
About a year ago I had a gliche and was stuck in anti theft. I contacted the manufacturer in Texas and their tech guy had me disconnect my battery for 30 min. and it reset itself into stock mode, which at the time was my 3rd setting. I've since had a patch upgrade installed and have had no further issues.
My two cents.