MSA's are supported on 2003 and 2008 domain controllers aslong as you follow additional setup steps to enable the support.

MSA's are supported on 2008 R2 or above schema domain controllers.

I dont have a setup at the moment to test MSA's on older versions of SQL but shouldn't see any problems as long as the domain controllers are Server 2008 R2 or above schema.

As for domain resources, a MSA just acts like a normal account, you grant it rights to network areas it needs. The beauty is the password automatically changes every 30 days and AD takes care of changing the password for the services so you don't have to. The only caveat is in a WSFC as you still need to use standard user service accounts for them.