tali wrote
Should I export ALL my parts at once? Can I add additional parts later?
Do I attach all the change-able images to slots? (ie. arm slot with multiple images?)
tali wrote
What's the best way to set up my character?
Should I export ALL my parts at once? Can I add additional parts later?
The ideal way to set up your character would be to have all the skins and their parts ready before starting to animate, but you can also add them later.
Since this is a relatively new feature, I'll make an example of how you can structure things in photoshop.
As you can see from the help section

there are various commands available in the new PhotoshopToSpine script.

Here we have an example of layers structure that could work for your case:
Loading Image
Skins
First we have the folders containing the skin, a tip: if you plan to use some parts across multiple skins, call them all the same way, and Spine will place them automatically in the right slot and skin placeholder.
As you can see, just place [skin]
before the name of the skin, and the script will understand that that folder is a skin. Otherwise it won't. ( read more about skins here: Skins - Spine User Guide )
Slots
Slots are the attachments - in Spine we call images "attachments" - containers. ( for more: Basic Concepts - Spine User Guide: Slots )
As with skins, just place [slot]
before the name of a folder to get all the elements inside into the designated slot.
Rulers Alignment
The script now performs alignment according to the Photoshop origin by default.
Since I myself experienced Photoshop being a little forgetful and resetting it, I reccomend adding two guides where you think the origin of your characters should be, so that even if you make a copy of the file you can retrieve the correct ruler position later.
Why this is good for you: if you want to add skins later but the canvas is too small, you can enlarge it and nothing bad will happen.
And here is the result in Spine.
Blue skin selected:

Red skin selected:

Regarding importing new skins to the existing ones, the last video on this page explains it: Skins - Spine User Guide
Basically, you duplicate an existing skin, and if you followed the advice earlier, you should have the reusable parts sharing the same name, so you select the attachments and with Find&Replace change the path to the new one.
Hope this will help you (: I'm here if you have more questions.