9 Days in Japan:JR Pass or Not JR Pass?

I'm planning to spend about 9 days in Japan. Here's my rough itinerary :
Day 1 Narita Airport - Tokyo (Morning)
Day 2 Tokyo
Day 3 Kamakura
Day 4 Nikko
Day 5 Hakone
Day 6 Osaka
Day 7 Nara
Day 8 Kyoto
Day 9 Osaka - Kanzai Airport (Evening)

Day 1-5 Hotel in Tokyo
Day 6-8 Hotel in Osaka

Questions:
1) Is it OK if I don't use JR 7 Day Pass at all? (First 2 days in Tokyo I will use subway 1-day-pass which costs about 730 yen a day). And in order to get to Hakone and Nikko, I plan to purchase Free Pass. And Kansai Thru Pass for during my Osaka trip. I think it would cost less if I don't use JR Pass
Am I wrong about this?

2) I'm confusing about these 3 Passes:
1. Hakone Free Pass
2. Marugoto Nikko Free Pass
3. Kanzai Thru Pass

I Understand that Hakone Free Pass and Nikko Free Pass allow me to take round trip train from Tokyo to each destination. But I'm not sure about Kansai Thru Pass.
I mean I have to get to Osaka first, before I can use Kansai Pass, right? If so, I have to catch a train from Tokyo to Osaka. Would it be costly doing this without JR Pass?

3) Can I use this Kansai Thru Pass on the way to Kansai Airport?

Thank you very much.

Is it OK if I don't use JR 7 Day Pass at all?

Of course it is okay. In fact, you will be saving money by using regular tickets over using a rail pass!

First 2 days in Tokyo I will use subway 1-day-pass which costs about 730 yen a day

I recommend to use a prepaid card instead. The subway pass is not valid on half the lines in Tokyo and usually comes more expensive than regular tickets. You might want to consider the NEX & Suica package:
http://www.japan-guide.com/e/e2359_002.html

But I'm not sure about Kansai Thru Pass.
I mean I have to get to Osaka first, before I can use Kansai Pass, right?

By other means of transportation! Train, bus, car, plane, ... Anything. The Kansai Thru Pass covers transportation within the Kansai region.

Can I use this Kansai Thru Pass on the way to Kansai Airport?

Yes, it fully covers the trip by Nankai express trains from Namba to Kansai Airport. A supplement has to be paid if you were to use the Nankai limited express. The JR trains are not covered, at all.

Thank you very much, Uji.
Do you have any idea between staying in Kyoto and Osaka? Which one is more convenient? I heard staying in Kyoto cost cheaper and getting train is much easier.

Thanks

Do you have any idea between staying in Kyoto and Osaka? Which one is more convenient?

Depends on what you want to see. Naturally, Kyoto is more convenient for seeing Kyoto and Osaka is more convenient for seeing Osaka. The cities are a 20-60 minute train ride from each other.

I heard staying in Kyoto cost cheaper and getting train is much easier.

No, hotels of all budget ranges are found in both cities. As for transportation, Osaka has the better public transportation system than Kyoto, but I don't think that has an influence on a decision where to base yourself. The convenience of the actual hotel should be more relevant for that decision.