A quickstand is basically teching, only instead of pressing any buttons you press down on your directional pad/analog stick. This will make you stand up a lot faster if you ever get knocked down from the air by fireballs, dragon punches, etc. However, most throws and sweeps are untechable knockdowns and some other moves are too.
You can tech non-command throws by pressing the throw command (Light Punch and Light Kick) as the same time as your opponent. It's hard to do but useful when you get used to it. Throws that are special moves (we call these "Command Throws") like Zangief's Spinning Piledriver or Abel's Tornado Throw are untechable though.
EX Moves take away from your super meter, not your Ultra meter. You can use your Ultra meter whenever it's full and still have plenty of meter for your EX moves. To combo into your Ultra moves, you should check SRK to be sure.