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You get a notification if there is an alert. You then select that notifiction and it takes you to the screen where you can download and install your update. If you dismiss the notification, you can go into your settings to check for updates. If there is an update, you are prompted to download and install the update. Usually, the update will involve an auto reboot of your phone and your phone will be down while it reboots and installs the update.

Google releases new OS versions for Nexus phones. Other manufacturers actually modify the code to add their own features and services. Phones have different hardware components, so the code needs to be modified to either work with and/or be optimised to use those components. In a sense, they have a different version of the OS because of these modifications. When Google releases a new OS, the different manufacturers need to take this code and incorporate it with their own modifications. That is why any non-Nexus phone will get updates later than Nexus phones.
Key Lime Pie has not been released yet and there is very little info regarding it. As far as I know, no hardware requirements have been released about KLP. Without any information, it is impossible to know which phones will be able to support KLP.
I have the SGS3. I think I got the Jelly Bean update maybe 4-5 months after the Nexus.
The Samsung phones seem to come with an SD-card slot to expand your storage. The Nexus does not. Samsung has their TouchWiz UI that comes with their phones. It does have features that does not come with the Nexus phone.
The latest HTC One phone has good reviews for its front facing speakers. The sound comes at you instead of out the back of the phone. HTC has its own Sense UI which also has different features that does not come with the Nexus phone.
It is more personal preference whether you like one skin or another or no skin at all. They all have their advantages. You may or may not like them or find them useful.
There are also hardware differences. The camera module is different with the various phones. The Galaxy S4 has more megapixels. The HTC One has bigger pixels.
It depends on what type of customisation you want to do. All Android phones are already very customisable. If you want to or need to install custom ROMs, it is probably more difficult with non-Nexus phones because they may have a locked bootloader. For the really advances customising options, I'll leave it for others to give more detailed advice.
I generally recommend that most users should just not root their phone and use it as is. Coming from an iOS device to Android, I believe you will find even the basic customisation options without needing to root to be a very rich experience. You can install custom launchers if you don't like the look of the UI. There is a risk to rooting and installing custom ROMs. The process is not trivial like installing an app.
I think that you will find any non-low end Android phone will suit your needs. My recommendation is to get one of the flagship devices. It would have a similar price point to an iPhone and you will get a rich set of customisation options out of the box or just installing apps.
High-end devices (or flagship devices) usually get support for 2 years or 2 OS upgrades. For example, my Galaxy S2 was released in 2011 and the final update was released this year. It came out with Gingerbread (Android 2.3.something), then got ICS last year (Android 4.0.4), and this year it received JB (Android 4.1.2).Does it happen that the newest high-end phones do not support the next update version? From iOS I'm used to knowing that the next version can run on hardware at least a year or two old.
That would be recommended, yes.Ok, so the best to do would be to compare specs and go to a store and compare design - I hear they are all very good phones.

I would assume there would be. If you root your phone, you can head over to the XDA forums where developers there should have a theme/custom ROM that look like Sense. I know there's a Sense 5 theme for the Galaxy S2, so there should be one for the Galaxy S4 in the near future, if it hasn't been released already.I don't want risk anything. Can the S4 be customized so much that the UI might almost look like HTC Sense? Not that I prefer one or the other, just wanted to know more about the degree of customization possible without risking anything...
Does it happen that the newest high-end phones do not support the next update version? From iOS I'm used to knowing that the next version can run on hardware at least a year or two old.
Ok, so the best to do would be to compare specs and go to a store and compare design - I hear they are all very good phones.
I don't want risk anything. Can the S4 be customized so much that the UI might almost look like HTC Sense? Not that I prefer one or the other, just wanted to know more about the degree of customization possible without risking anything...
I'm not going to root it, but thanks for the advice.
I've been doing some online reading on this and found some points that make me hesitate going the Android way. I want a phone that is "better for me" than the iPhone. However, looking at the Nexus 4, HTC One, S4 and Note 2 it feels like I need a mix to be happy... I like the stock Android from an updates perspective, the HTC one for design, the S4 for size and Note 2 for battery life, S Pen and that cool dual window functionality (S4 has this as well).
Is it likely that the dual window functionality will come to stock android (as an app or whatever)?
Is it likely that Samsung will release Touchwiz as an installable skin on the Stock Android Edition S4 so you could switch if need be?