It's always the same from what I can tell. I think you're just supposed to build extra safe houses as you delve deeper into each world to serve as a forward base of operations. The fact that you can beam up into your ship from anywhere makes me believe they aren't going to simply let you set up beam waypoints everywhere.
Only if youre above ground. From what I can tell, most of the good shit happens underneath the ground where you can't teleport back to your ship.