By default a primary key will have a clustered index created, assuming there is not already a clustered index on the table. In your first query you create the table and VIN will have a clustered index, then you add the clustered index on CarID and VIN is now a nonclustered index. For your example table I would quite possibly drop CarID and use VIN as the primary key.

The whole point of foreign keys is for RI. Yes there is a minor performance hit but it is generally not noticeable, and the integrity of the data is worth the hit.

You might want to take a long look at the stairways articles on indexes. I think when you finish reading those you will have a much deeper understanding. You can find the Stairways over on the left side (4th or 5th from the top).