<ol>
<li>What's the best delimiter to use when exporting data?</li>
<li>What's the best way to work with NULL data if you have an INT field in the table?</li>
</ol>

I would do whatever
bcp
with the -c option (character instead of binary) does by default, overriding it only if you see a specific problem with your data. I'd even try to use bcp, if possible.
To do this from MSSQL itself you'd need to enable xp_cmdshell support, which may not be a possibility due to security concerns. But if you want to do it in an external tool, there should be no problem.
Directly answering your questions:
The best delimiter is the character that does not appear in your data
Use a blank in those columns, any integer will have a character or even a null character
All this and more is why you should use the ready made tool, all the hard choices have been thought out and made already for you.