yes, but they are a lot cheaper at the hardware store.
That's just what you need but you find them at any hardware store.
I personally don't like the plastic anchors because they don't seem to drill very well into different kinds of drywall. Instead, I opt for the metal anchors like these http://www.homedepot.com/h_d1/N-25ecodZ5yc1v/R-100234590/h_d2/ProductDisplay?catalogId=10053&langId=-1&keyword=ex+anchor+drywall+screws&storeId=10051#BVRRWidgetID they've worked out well for me. However, you can't use them twice.
They both leave a fairly large hole in the wall.
YES, they are used to hang heavy objects and are a must in that case. They are even referred to as anchor bolts.