Collectors edition items are indeed account bound.

In all honesty, with a few exceptions like Gilgamesh and balmung, most servers are all the same. The idea that each server has a niche is one that gets tossed around, but isn't really true. You'll find the same type of community on other servers. If you don't want to role play or raid, any server will do.

The issue you're probably experiencing right now is the pre-expansion lull. A large portion of the community is checked out until stormblood drops. What's left may not be the best representation of what this game has to offer.

As to your gearing question, you'll receive gear through quest rewards until level 15, and then most of your gear will come from dungeons.