The diagram you linked to is a
schematic, not a board or physical layout, so it does not show component or header physical placement. It is not intended to do show that, only the scheme (what connects to what) of the system.
You shouldn't need a pile of 1pin female headers... you might end up using a pile of 1pin male pins, see
http://reprap.org/wiki/Generation2Electronics#Wiring_connections, that is one of the documented approaches
Editing pins.h and recompiling the firmware in the Arduino IDE will allow you to use different Arduino pins for different purposes (just be sure anything needing PWM uses a pin that can do PWM, and so forth -- obvious all Ardino I/O pins are not the same in terms of their capabilities). So if that makes wiring easier in your situation, yes, you can definitely do that.
Jonathan