The EP2500 has gain control. Many of your questions may be answered here:
http://www.behringer.com/EP2500/index.cfm Take note that it does have a built in fan. I doubt the fan would come on in normal listening with an 8 ohm load, but if you were to really drive it, you might hear it and find that it's a distraction. Hopefully, somebody that has one will chime in about how often and how loud the fan operates.
Once you calibrate each speaker in your system, the gains should not be moved. Small adjustments to each channel can be made in the receiver and master volume is done by the receiver.
For the record, the EP2500 will power just about any speaker you care to imagine. There's no real need to limit yourself to just a few brands of commercially available speakers with this amp. Go out and shop a great variety of speakers and pick the one that most closely suits your favorite sound. But really, choose your speakers first then decide how to amplify them. Depending on the speakers you choose, you may not need an amp at all, never mind an amp with the insane power of the EP2500.