The short answer to all your questions is "no". You’re fine in changing the prefix just as Chris recommends. For one, if you weren’t, then Chris and Jeff wouldn’t have put the suggestion in the book. Allow me to try and explain it.
Wordpress isn’t as dump as to ONLY be able to be installed on databases with "wp_" table prefixes. Instead, WordPress uses the prefix you define, and installs on the database you choose. Everything about wordpress them becomes dependent on your server – including your table prefix, database name, URL, etc. It’s all different in every case that WordPress is installed, so to have ONE groups of settings that EVERYONE has to follow doesn’t make much sense.
As for your plugins, many of them set up their own tables on your database anyway, which means your "wp_" prefix usually only affects your actual wordpress install.
Sorry if I didn’t do a great job explaining it – I find it hard to type out a detailed description. Just understand that you’re perfectly safe in changing the "wp_" prefix for the database.
Now changing it for the URL’s on the files … that’s a different story in which you are NOT safe to do so unless you seriously know what you’re doing!