If I just want improvements and not the DX10 I just download SP1?
Will I be forced to use DX10 with SP2? Or is optional?
As BigTruck just mentionned, the DX10 mode is purely optionnal. You can switch to DX9 or DX10 simply by checking/unchecking a setting and restarting the sim.
Flying FSX without the SPs is REALLY NOT recommended. Install at least the SP1. SP2 brings further corrections and optimisations, but also bring trouble with FS9 planes. If you don't use FS9 planes, go for the SP2. Else, you can try to stay in SP1, which will already bring a HUGE performance improvement compared to the retail version.