I would treat it similar to beef and not really go above medium rare. I wouldn't marinate it either--if you are going to pay the expense and get the true Iberico pork, you want to taste the pure flavor of the pig, not whatever marinade. I would think some salt would be all you need.
No idea on the price. It's probably less expensive in Spain (you aren't paying a middle man to ship it), but probably still pricey.
I've never had it, so I'm jealous. I've tried the Jamon made from the Iberico pig (out-freaking-standing, BTW) when I was in Spain, but didn't have any of the raw meat or roasted parts. You can actually taste a nuttiness in the meat/fat, which I assume must come from the acorns as you said.
Anyways, I would think just a liberal seasoning with salt would be all you need. If you are feeling adventurous, maybe baste with some of the rendered fat and a bit of herbs (thyme maybe) but not too much. Again, you want to taste the pure pig.