That's a pretty nice looking map! One thing that leaps out at me immediately though is, the way you have it centered. Normally, especially in a setting as ancient as a Bronze Age one, most settlements grew up around water, since everyone needs to drink, wash, and get rid of waste. Plus, rivers and seacoasts are natural trade routes. But the way you've got this set up, the focus of the map is on the big plain right in the middle, when logically, it should be on the two river systems to the west. If you extended the map out to the west quite a bit, it would balance things out in my opinion.
As to your points:
1. Font suggestions. What about
Dalek,
SPQR, or
Basileus?
2. I
think what you're asking here is, should you use a number key or put the location names directly on the map. I think that depends on how big the map is, and how small you can make the font and have it still be legible, and how many names there'll be.
3. Good city locations: see first paragraph above. One thing to consider is how much forest you've got around the rivers and coasts. People are going to be settling in those areas, and likely cutting down the trees...
4. Icon suggestions: I'd go with simple shapes, so as not to distract from the lovely map itself. You could use some basic colors to help them pop a bit though, like a dark maroon or gold, something that would complement the map colors.