A way that I have found to somewhat quickly get certain natures would be by breeding. This is the quickest way, short of using an Action Replay, which I assume you don't use. To get certain EV's for a Pokemon, you must fight certian types of Pokemon. For example, fighting a Lillipup will give you one point in the Attack stat for EV's. Here is a great example I found on a website:
To answer you other questions, a Pokemon can usually have up to two different abilities, possibly three because of Dream World abilities. For example, a Zebstrika can have either Lightningrod or Motor Drive when caught or breede regularly. However, if you can obtain a Blitzle or Zebstrika from the Dream World, it can have the ability Sap Sipper instead. This is the only legitimate way to obtain different abilities without the use of an Action Replay.
As for custom levels, you will have to train your Pokemon until it reaches the desired level, or hunt for as many Rare Candies as you can. A good way to do this is to get a couple Lillipup that is level 41 or higher that have the ability "Pickup." They will have a 10% chance of picking up a Rare Candy.
I hope this info answers your question.