You can pre-create the desired material in the editor Unity or use available in "Assets/Standard Assets/Physic Materials". Then place it into "Assets/Resources/PhysicMaterials". And for runtime change:

gameObject.collider.material = (PhysicMaterial)Resources.Load("PhysicMaterials/Wood");

Use the following code to assign when you import resources:

public void OnPostprocessModel(GameObject importedObject)
{
    CapsuleCollider capColl = importedObject.AddComponent<CapsuleCollider>();
    capColl.material = (PhysicMaterial)Resources.Load("PhysicMaterials/Wood");
}

Yes, you can change collider.material, by either assigning a PhysicMaterial:

var myMaterial : PhysicMaterial;

function Start () {
   collider.material = myMaterial;
}

or changing individual properties (collider.material.bouncyness, etc.).

Be careful if you decide to change the properties of a PhysicMaterial object at runtime instead of/without changing the sharedMaterial (or material) property of the colliders using it. In some cases, the physics engine will continue to use the old properties of a PhysicMaterial object. See this forum post of mine for more information.

Yes, that is possible. You can set the active PhysicMaterial by setting collider.material. To make sure that the materials are included in the scene, you can create an array of PhysicMaterials which you set at design time

Make a public array of PhysicMaterials in the class

public PhysicMaterial materials[]

If you fill this list from the inspector in the Unity editor, you can then assign one of the materials at runtime:

collider.material = materials[i]