> a) I think wildcard search is by default "case sensitive"?
> Is there a
> way to make case insensitive?

Wildcard searches are not analyzed. To case insensitive search you can 
lowercase query terms at client side. (with using lowercasefilter at index 
time) e.g. Mail* => mail*

 
> I discovered that the normal query type doesn't work with wildcards
> and so I'm using the "Filter Query" to query these. 

I don't understand this. Wildcard search works with q parameter if you are 
asking that. &q=mail*

> field my
> queries are much slower (I have some queries like *word* or
> *word1* or
> *word2* that take about one minute to perform)
> Is there a way to optimize these queries (without removing
> the wildcards
> :))?

It is normal for leading wildcard search to be slow. Using 
ReversedWildcardFilterFactory at index time can speedup it.

But it is unusual to use both leading and trailing * operator. Why are you 
doing this? 

> c)Is there a way to do phrase queries with wildcards? Like
> "This solr*
> mail*"? Because the tests I made, when using quotes I think
> the wildcards are ignored.

By default it is not supported. With SOLR-1604 is it possible.

> d)How exactly works the pf (phrase fields) and ps (phrase
> slop)
> parameters and what's the difference for the proximity
> searches (ex:
> "word word2"~20)?

These parameters are specific to dismax query parser. 
http://wiki.apache.org/solr/DisMaxQParserPlugin



      

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