
1. You've carved out an interesting, diverse post-media/new-media existence for yourself (between the radio show, the novel-writing, the variety show, VSL...) Is there something new about the way in which artists/writers need to diversify their creative portfolios to survive independently?
My "diverse post-media/new-media existence," as you call it, is really not so much a conscious 21st-century strategic choice, but a function of the fact that I've always had diverse interests. Back in the pre-internet 80s and early 90s, I was simultaneously writing for and editing old magazines and starting new magazines, working on independent humor/comedy projects, and producing TV. But more generally, yeah, I think as a practical matter these perpetually-"disrupted" days, it behooves most creators more than ever to put their eggs in more than one basket.

2. The very language we use now ("creatives", "portfolios") to talk about this subject seems to be a sub-genus of market-obsessed corporate speak. But insofar as artists these days need to be one-man marketing/advertising/promotional/financial teams, is that necessarily a bad thing? As trite as it may be, is the "marketplace of ideas" a useful framework, and one that we're stuck with anyway?
There's a good *side* to the one-man-band self-promotional requirements, in that the old paradigm tended to infantilize authors and artists. Self-reliance is required (again). On the other hand, of course, there's a risk of the promotional stuff becoming an end in itself, and sucking too much time and energy away from the making-of-stuff.
3. Going one step further, there is now (at least to my eyes) an almost Faustian bargain in this country between artists and advertising money. When our finest filmmakers (Wes Anderson) and greatest artists take paid commissions to spend time hawking products, are we all losing something? Or am I naive to think there's a better way for society to compensate its artists?
Short answer: yes, the market-maniacal hypercapitalism of the last 30 years gets a little gross sometimes. On the other hand, Ralph Waldo Emerson and Charles Dickens constantly toured, and Walt Whitman wrote an anti-drinking novel for the money; Frank Lloyd Wright and Picasso were canny self-promoters; F. Scott Fitzgerald appeared in magazine ads promoting beauty contests; Richard Wright became the first bestselling modern African-American novelist thanks to the Book-of-the-Month Club. And is being paid by a university to teach MFA students who will never earn a living as writers or artists not its own form of Faustian bargain?

Yes, but. Louis CK and Radiohead were made famous by big corporate gatekeepers before they started eliminating middlemen. We have yet to see how and if that works on a large scale and at the non-superstar level, especially in cultural realms outside pop music and comedy. Let's talk in 10 years.
5. Is there a paradigm shift here? Or is digital technology just a faster and better way for artists to make a living the same way they've been doing for centuries (patronage, hustling the art, advertising, etc.)? Are we made too easily breathless by this or that new platform?
Probably both a paradigm shift and a reversion to the old ways. We are definitely not in the 20th century anymore. It is, in its way, a real-life steampunk phenomenon: pre-modern patronage and hard-selling and hustling but now equipped with futuristic tools.