Coincidentally, I just finished a project on the very same thing. I found some great links, too.
Top Ten Facts - On the left side of this page click "Sales & Genre Data" to see some graphs and charts on sales in 2005 and industry growth since 1996.
ESA Essential Facts - This one is a 16 page PDF that goes into a little more detail than the Top 10 list.
EA's SEC filings - This is a very in-depth report on EA's finances. It doesn't necessarily pertain to the industry as a whole, but it gives you an idea just how big some of these companies really are.
I also had some New York Times articles, but I can't access them anymore since I'm not registered on their website. I believe one of those answered your second question.
I have many, many more, but most of them have to do with the history of the industry and EA in particular.