You can swap it in, and you can find most of the information you need here http://tech.hybridgarage.com/tech/5gtech/index.html
If you can get a good deal on it, definately get it :thumbs up:
if your 95 ex wheels are stock they should be 14's, that is the standard size of civics unless you have an 99-00 si, then they would be 15's. just look at your tire size and you will know how big your wheel is. the last number of the tire size is your wheel size.
And if you do plan on getting a camber kit, make sure you get get an alignment right after you install it. If not, you will have so problems keeping your car on the road.
There probably won't be any difference between the sedan and coupes gas mileage, but the ex will probably get about 2 miles less per gallon then the lx. I would say somewhere are 36 or so highway for the ex.