Self-employed v Ltd company - lots of pros and cons, you need to sit down with an advisor to go through all of these.
Jobseekers benefit only available if you are actively looking and available for a job. If you are self-employed, my understanding is that you will not be entitled to this. However, confirm with Social Welfare Office.
Ltd company - you will become an employee of the company, and therefore may be able to sign on for days not working - again check with Social Welfare office - this may be the way to go, if you can claim some jobseekers benefit.
Training is VAT exempt.
Fees will vary - I would guess €800 for self-employed accounts and tax returns, €1,000+ for Ltd company accounts and returns. This will of course depend on the number of transactions you carry out, an other issues involved.