[eluser]Jelmer[/eluser]
On the payment gateway choice front my experience is pretty limited as I'm from the Netherlands and our system "iDeal" is pretty much the only way to go with the bigger public. But I've also implemented the easiest kind of Paypal and didn't see much difference.
On the implementation I'd always suggest you implement it on your own. All the good ones will have easy guides on how to implement and most will have PHP examples to go along with. Implementing with CodeIgniter isn't difficult if you know how to do it with PHP in general, unless you still have trouble grasping the MVC pattern.
The reason for writing your own is that when it comes to payment gateways you better fully understand what you're doing, using someone elses will make sure you don't have to know how it works which I don't recommend. Looking to others for inspiration is of course always a good idea, search the forums & wiki for examples of those.
On the security front. SSL is always a good idea when it comes to privacy sensitive information, which you can easily force using CodeIgniter (and probably with .htacces, but I've never tried that).
Also read up on CSRF & XSS attacks and make sure you understand them, that's essential knowledge when it comes to this kind of service! Even though there are libraries to plugin and CI provides XSS protection, there's no way to fully prevent it if you don't understand it.
Authentification libraries: already many topics in the forums on that subject. Just do a search and see who you agree with and which library strikes your fancy.
On the hosting front: I'd recommend finding a solution geographicly located close to your clients. Other than that I don't have any recent experience with international hosting solutions.
On the whole I'd recommend doing a lot of research and even when using libraries of others to really read through them and understand how they work. When a lot of privacy sensitive information is being processed you have to really know and understand the dangers and protect your clients.
