1. Share styles between modules.
Place styles and templates you want to share to app.xaml of shell project. Now you can use them in all modules, but Visual Studio and Blend will say that these styles weren't found. But it is not true =) They will work fine. Surely it is bad if they cannot be used in Blend and VS, but you can make them visible for these tools by adding app.xaml as link to your module silverlight applications. But you should remember to remove app.xaml links from build process of modules before publishing of your project, because if you won't do it app.xaml will be added in assemblies of all modules.
2. Reduce size of your modules.
Most of your modules will have reference on the same assemblies. Add these reference to shell project and set copy local property to false for these reference in all modules. Now these assemblies will not be included in xap packages of your modules so size of your modules will be reduced.
Also I'd like to say thank to Emil Stoychev for helping me to solve first problem!