1. How much captcha breaker and captcha sniper really save your money?
You'll save approx $1.39-$2 for every 1,000 captchas the programs solve for you. Remember though neither software supports recaptcha so you will always need fail over service to deal with those.

I paid for captcha breaker 117$ and every day I'm resolving 1-2k captchas and its increasing. You can count and u will see that I save money. Once you get some good lists for tools like Ultimate Demon and you have several websites the costs for captchas can rapidly increase. Its easy to rack up 100k+ captcha solves in which case Captcha Sniper becomes very viable.

2. I want to blast to approx 1,240,000 list using scrapebox
I used 149 connections with 50 private proxies.

3. How long can you run scrape on desktop?
http://www.blackhatworld.com/blackhat-seo/black-hat-seo-tools/570749-how-long-you-run-scrapebox-desktop-machine.html

 4. How to insert links to scrapebox 
If you're going to add a link in the comment text all you need to do is use the token %WEBSITE% in your comments. This will automatically replace the token with your website that you have saved in websites.txt file. It will automatically be hyperlinked unless you're commenting on blogengine then I believe it will be a URL. (I'm not positive on that).

Just put they keywords you want for anchor text in the names field..
http://www.blackhatworld.com/blackhat-seo/black-hat-seo-tools/305875-scrapebox-comments-best-place-put-your-link.html
http://www.blackhatworld.com/blackhat-seo/black-hat-seo-tools/283668-putting-anchor-text-url-into-scrapebox-comment.html