I'm in third year at the moment...
Erm, best and worst modules? In first year you don't get much choice - you choose between a double maths module and two singles - the two singles are easier but obviously they prepare you less for later years. (I took the two singles and haven't found that to be a problem so far - there's a compulsory maths module in second year that gets everyone to the same level.) And the only optional module in the physics department is astronomy - I didn't think it was great to be honest, but it was two years ago and it might have improved by the time you get here, so don't let me put you off if you're interested! Alternatively you can do an extra, revision maths module (recommended for people who haven't done AS Further Maths). There aren't any options in second year.
Nah, that's not true. Sure, there's a lot of work, but everyone still has some time for extra-curriculars. Obviously don't go overboard and join everything in sight, you won't have time for that, but you'll have time to relax and time for a couple of societies/sports at least!
Generally lecturers have to be approached, but when you do they're usually willing to help. Some lecturers email everyone or explain again in the next lecture if a lot of people are asking the same question(s).
I believe that programming in Python has been moved from second year to first year for this year, so if you're going to look at any coding that's the one to learn - it's not essential though; I hadn't done any when I got here. Further Maths A-level/AS level will be helpful if you get a chance to do that; again it's not essential, but if you could look over the basics of complex numbers and matrices before you get to Durham that will help. All the absolutely crucial things will be covered in a revision pack that they send out in the summer after your A-levels.