There's quite a few threads with regards to SQL and some of your questions on the forums already - worth a search i'd say.
In short; if you compress within SQL you are not going to see any data reduction on the array from compression; and you'll be burning CPU cycles within the AF5000 to do so. Therefore i'd switch off compression at the SQL layer and let the array do it's job. It's certainly comparable - if not better, because it allows for lesser CPU overhead within the application and allows for cheaper SQL licensing (if that was a requirement).
You'll want to use the standard SQL Server policy (which is 8K block aligned, Compression = ON) for SQL DBs. You could also use this for TempDB if you wanted to, however I would create a custom one called TempDB and set it to 4K just in case. A policy is designed to tell NimbleOS what block alignment and compression settings should be set on an associated volume.
Hope this helps.