You're asking several different questions there, which is fine
First off, congrats on the purchase and welcome to the wonderful world of boat ownership (otherwise known as "boy, I never thought THAT would happen...")
Here are a couple of thoughts about your questions.
Re: Jack stands v. Cradle. There's nothing wrong with jack stands, as long as they are positioned and used properly. A custom made cradle may be more idiot proof (which could come in handy in some yards, as the yard crews aren't always 100% on-the-ball), but you need to make sure that the cradle is indeed a good fit for your boat. Depending on what equipment the yard has and the size of the boat, moving one in a cradle may be as easy as using a forklift instead of a TravelLift.
Re: Indoor heated v. outdoor storage. There are plenty of good reasons to go for indoor heated storage as opposed to outdoor, but you've got to assess whether or not it makes sense for you since it will be more expensive. If you've got any moisture issues with your boat (I'm talking moisture inside or under the glass, e.g. in the rudder) then allowing it to freeze is going to accelerate the damage it does. As the water freezes, it will expand and cause further delamination which in turn will allow water easier access in the future. A second benefit to indoor storage is that you can tackle many maintenance tasks during the winter that otherwise will need to be deferred until the spring thaw. If you aren't planning maintenance chores that require extended periods of above freezing temps, then paying the extra for indoor storage may not be the best use of your money.
Re: Park it immediately v. take it somewhere else. Obviously, any time spent moving the boat harbors some risk. The quicker you can get the boat parked and supported, the smaller that window of risk is open. That said, as long as the boat mover is doing the job right, the risk is not too great.
Anyway, whatever you decide I hope you have an enjoyable and productive off season.