I can only speak to Truecrypt and diskcryptor (A fork of truecrypt with some extra features):
You can encrypt partitions in place at any time and in any order. I would recommend encrypting all partitions that have the potential to leak sensitive data (probably your system drive & everything on your physical HDD) Stuff like your sample libraries is your call... if you're sure no sensitive data is 'leaked' onto those drives, there's really no reason; on the other hand the AES acceleration makes the crypto so fast it can be a question of 'why not'.
In place encryption, even if it's working on the system drive, works in the background and you can use/restart your machine while it runs.
You can also encrypt entire drives, but I would recommend against it; when windows sees an apparently blank drive it can do flaky things like try to initialize it. It will leave unrecognized partitions alone.
For system encryption, truecrypt only supports one method of authentication: a pre boot password (you get a dos like prompt before windows starts) Diskcryptor additional supports keyfiles (eg: a usb drive that has part of or all of you password on it) Bitlocker supports both methods (and more) depending on if you have a TPM. (bitlocker is a *much* more complex system, and weather that makes it more or less secure is debatable. You'll have to read up on it and all the different modes it uses)
Note: Doing 'in place' encryption on a ssd has some theoretical security leaks. Since the drives firmware is in charge of where new writes go, it's possible for old, unencrypted data to survive being 'overwritten'. If you want to be absolutely safe, the best practice is to start fresh, so that no unencrypted data is ever written to the drive. But I've never heard of anyone actually recovering data from a ssd in this way...
The truecrypt manual is good reading to learn more about this in general: http://www.truecrypt.org/docs/