Hi Cris - and welcome to bird photography.
I'll try to help a bit - as much as i can, and you'll probably get many more advice from more experienced photographers here.
1- photographing hummingbirds is a very big challenge for starters- it's a small, elusive and fast bird -.
2- Catching the bird in the right exposure is also very tricky but here are some hints: If you shoot the picture and the sky is the background - then you have to get the EV to +0.7 at least so as to lighten up the bird in contrast to the sky ( or else it will be dark ).
3- The higher the shutter speed ( which will give you a sharper picture and "frozen " wings ) - you'll need more light . So if you have a good fast lense - that's fine . Otherwise - crank up the ISO to 400 at least and open the aperture to maximum .( the picture will get "noisy " but it can be taken care of later with a good software ).
4- Getting the wings blurred or frozen - well i find that a personal preference - depending on the picture's composition etc..
5- As to using a flash - i suggest you first learn to shoot without it and later get into flash photography- it's a whole world by itself.
As to your specific questions: Shoot at high resolutions ( preferably RAW ) , Iso -400, Shutter speed : 1\1000 or higher if possible ,F: depends on the lense- 2.8, 3.5 ,5.6 etc ( or higher ), EV + 0.7 ( when shooting at the sky or into a dark bush ), WB - set it at Auto but it can also help if you know how to use it ( WB -1 or -2 )
Try to shoot with a tripod ( when using long lense )
And finally - Try , try and try again and again and again. It takes time, a LOT of patience and a lot of trial & error .
You can look into my gallery where ther are a few humminbird shots ( and others of course ).
http://www.birdforum.net/pp_gallery/showphoto.php/photo/39424/sort/1/cat/500/page/2
http://www.birdforum.net/pp_gallery/showgallery.php/cat/500/page/2/sort/1/perpage/24/ppuser/6414
BTW - what camera and lense do you have ?
Doc