First of all, moving out of high-sec can be one of 4 options:
- Go to low-sec
- Go to NPC null-sec
- Go to SOV null-sec
- Go to wormhole space
Which is your preference.
Most likely yes, to some extend. Obviously, it does depend on the “doctrine” your corp/alliance/coalition uses for PvP fights. But even if you can NOT fly them, there will always be options around for you. When I first started in null-sec, missiles were the end-all system. When that changed, I resorted while reskilling to fly tackle in the mean time as you barely need any skills to fly tackle. So there will always be something you can do for your corp/alliance/coalition.
Do I build some cheap frigates and move them? Or just bring some money with me and buy them there?
This really depends on who and where you join. Both are generally options, though the latter one really depends on how the market is seeded in your “home” area. Non the less, most corps/alliances do have a good logistical system where they can ship stuff in for you to get you settled. Personally, our corp has a very cheap Jump Freighter option to get stuff from high-sec into null-sec.
Should I practice by exploring some of the lowsec in a cheap covert frigate first?
That depends, do you want to do exploration in null-sec? If so, it can help. If not, it can still help in learning how to fly under the radar, but that is about it. Though it is indeed a good way to get over those initial “This is terrifying space” vibes by going beyond that 0.5 threshold.
Should I expect to blow up my security status to the point of not being able to come back to highsec?
This only classifies on empire space. Killing anything in null-sec will not give you sec-standing hits. In empires space, shooting something you are legally not allowed to shoot will hit your sec standings, but keep in mind, it has to go quite deep to be “locked out” of high-sec.
I think I’m mostly interested in spying for fleets, ratting and missioning in null sec (is there missioning there, considering that most of my pirate standings are at a solid -9?)
With that first option, you already answered your first question. Basically you want to scout/tackle for your fleet, which is quite a low SP (but decent gameplay knowledge) activity. Keep in mind that spying isn’t really much of a thing for fleets, see it more as scouting ahead.
Ratting is one of the major incomes for SOV null-sec, as for missions, those are only possible for NPC entities and thus are limited to NPC null-sec.