Congrats on starting your first Warre Hive. Buz gives some great advice. I prefer to leave the queen in her cage and hang it from one of the middle bars in the top box. After a couple of days check on her to see if she has been released and if not, relase her. I have also done direct release with no problems but it's a little more nerve-racking. If your package has been together for 3 days or so then a direct release should not cause any issues. Less then 3 days and I would stick with letting the workers release her.
Sugar water does help to calm them down and being your first install will probably help things go a little better. Just a light misting will do.
Starting with four boxes should not be an issue. There are some opinions out there that say the further the bees have to climb the less efficient they are. Also, some have said that the more boxes you have the more likely it is that they bees will be hesitant to move down to the next box. I have a couple of thoughts, adding the third box won't be to big of an issue as the top box will not be completely filled with honey when they start the third box. Also, by starting with 4 you will most likely need to remove one box from the top to harvest, if there are sufficient stores, or from the bottom to winter over. It will be much harder to remove a 4th bottom box in the fall then to add a third box mid-summer. If you are concerned about weight, and since you will probably have this hive for a while, build a lift. There are great plans on David Heaf's site and they are pretty easy to build. My lift comes in very handy, not just because I can work alone, but because the lift is much more smooth and doesn't seem to disturb the bees as much as when one to two people are lifting the boxes.
Buz is right on that you will probably only have 2-3 boxes filled the first year. You may be able to harvest but plan on not and just leaving all they produce this year for them to winter over. If you really don't want to lift the boxes then start with three and that will most likely get you through the season.
I would also add that adding boxes to the bottom doesn't seem to cause as much issue with the bees as opening the top. Just be confident and steady in your movement of the boxes and all should be good.