Good points on the SEO hosting. If you are sensitive to this, surely you'd want to use an IP that has a few hundred "normal" sites on it? Which is what a typical shared hosting IP would. I'd imagine SEO hosting IPs are "known" to Google.
Yes that's what I do. I register lots of different shared hosting accounts and share nameservers but, if you think about it, you can mix in some dedicated IPs and this is natural for e-commerce sites, etc.
I'm not saying that SEO hosting shouldn't work in theory, it should, but from what I've seen (and I'm not going to generalise here), I haven't seen it implemented properly...and the prices would state that costs are being cut somewhere and the sales pitch is for noobs with networking knowledge who want a common cpanel interface, don't want to manage separate details, want a quick fix to a complex problem.
You're right, many people who link to your website will be on shared hosting, shared nameservers, different Google Analytics but some will have dedicated, link their web 2.0 profiles, socially bookmark you, share with their friends on Facebook, etc.
On a side note, it amazes me how some people don't think things through in terms of SEO...do you find this? For instance, I gave on of my clients a back-link report today with a few forum profiles in the mix. He said he'd read somewhere that Google penalises forum profiles. I told him that I'd also provided the login details so he can actually use the forums, the forums used were established and in some way associated with his business sector. I asked him to think it through and he did and came to the conclusion that I wanted him to, he said:
1) Ah I see, so sometimes on a Friday after I decide to signup to a new forum and forget the login details and even forget that I signed up to it. Therefore, I have a profile but it's never used. I might do this with 5 at once.
2) I'm never really going to signup to a old but low ranking (maybe low pagerank) forum if it isn't quality or maybe I might sign up to one and then never use it.
Imparting this information into our SEO clients is vital I think.