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Now, I *have* to write the part 2 of cumulative sentences and the other two style ones.  Otherwise every time I see this I'll look at their absence and feel bad.

The quotation punctuation rules are solid, but there's a couple of questions that could never be answered back in class 101.
In the case of attributing a sentence in the middle of it, for example.

"And may the odds," says Effie Trinket in her iconic cheerful trill, "be ever in your favor!"

The two quotations are part of the same sentence; not to mention that neither of them are independent clauses. Much like the debate of beginning sentences with conjunctions, most people seem to have conflicting opinions on whether or not the second quotation should also be capitalized.

"That fence supposedly serves to keep intruders out," Bill states, "though it only seems to be keeping us in."

In this case, both quotations are independent clauses. While it could work like this:

"That fence supposedly serves to keep intruders out," Bill states. "Though it only seems to be keeping us in."

It doesn't feel right--or rather, it feels grammatically correct, but not as pleasant to read. In this case, which would be correct? Is the practice of not capitalizing the other quotation legitimate, or would I flunk third grade English by making such a rookie mistake?

Another aspect that confuses me is the use of em dashes in quotations. When interrupting a quotation with an action, I would write something like:

"I think I've found something in the bookshelf. Perhaps--" Julia tugs at an odd book, pulling it out of the shelf-- "nevermind. False alarm."

Does that constitute an acceptable use of the em dash? Would commas be used in this case instead--as clunky as it would look? Would I use ellipsis?

The two quotations are part of the same sentence; not to mention that neither of them are independent clauses. Much like the debate of beginning sentences with conjunctions, most people seem to have conflicting opinions on whether or not the second quotation should also be capitalized.

Leave it uncapitalized.  That's an easy one.  I think style guides generally concur on that one.  And the beginning sentences with conjunctions thing is not really an issue.  I would be hard pressed to think of a great writer who didn't do that all the time.  Petty pedants care about it because it is easy to remember, but it has nothing to do with good writing.  It's just this false "rule" that won't die.

"But of the tree of the knowledge of good and evil, thou shalt not eat of it: for in the day that thou eatest thereof thou shalt surely die."  (yes, it's a translation, but it's a great translation.)

"That fence supposedly serves to keep intruders out," Bill states. "Though it only seems to be keeping us in."

It doesn't feel right--or rather, it feels grammatically correct, but not as pleasant to read. In this case, which would be correct?

That one is interesting, because you can do it either way in order to create a different effect.  If you want that little pause in Bill's words, you can conceive of the second half as a new statement.

"I rated the story a one on account of it having an end game link on the first page," Bill sniffed.  "Though it deserved a zero."

"I rated the story a one on account of it having an end game link on the first page," Bill sniffed,  "though it deserved a zero."

Those have rather different rhythms and a different personality.

"I think I've found something in the bookshelf. Perhaps--" Julia tugs at an odd book, pulling it out of the shelf-- "nevermind. False alarm."

There is no rule for em-dash/quotation mark placement.  Technically, it can go in or out.  In this case, where you have a sentence interrupted after one word, the em-dash inside the quotation marks looks better to me.  Notice that actually using an em-dash instead of double hyphens looks *so much better*.

"I think I've found something in the bookshelf.  Perhaps—" Julia tugs at an odd book, pulling it out of the shelf, "—never mind.  False alarm."