Signing an exe, procedure?

I am a new software developer and I am making many useful/commercial applications from the past 3 years. As my software is getting popularity, there is one problem that my executables face, they are unsigned. So it usually get that unknown publisher message and sometimes false positive detections (rarely happens by some antiviruses).

So now I want to sign the exe for safety purposes. Please tell me the procedure and answers to these questions:

• Which certificate to buy if I am an individual developer?
• Where can I find the cheapest certificate for a year only?
• What are the documents I need to submit?
• After the new rule by CA, do I need to buy any security device/hardware? Or can I store it in any simple usb drive?
• Is it a good investment, cause they are little expensive…

(I know the process of windows sign tool)

Another silly question: – Is this process commonly done by every software developer/company?, I just can't find so much documentation on this, maybe I am a newbie.