Congradulations on a successful session. IMO, have a sheef full of interesting NPC's is one of the best forms of preperation that a DM can do, and it sounds like you did a bang up job.
In all my years as a gamer (started with 3.0), I have never seen a player roleplay haggling with a shopkeeper. Until now.
It's fun the first time it happens. In the long run, there are only so many hours you can spend haggling with shopkeepers or watching your fellow players haggle with shopkeepers until it begins to tire. On the other hand, if a shopkeeper is part of your stack of interesting fleshed out NPC's, then the first time you meet the shopkeeper is a good time to go ahead and run the entire conversation at a granular level with no handwaving. Thereafter, you can decide to handwave the shopping trip depending on the PC's level of interest and whether something new has occurred in the relationship between the PC's and the shopkeeper that lets the scene have a particular interest in your opinion.
As others have said, this approach to NPC's is independent of edition or even game system, and now that you've discovered the value of memorable NPC's I hope you continue to use this approach with all your gaming.
Generally speaking, I would worry less about fleshing out NPC's mechanically than I would fleshing them out with memorable traits and personalities. For NPC's of this sort, I'd probably only note their class and level: 'Ftr4' or 'Exp3'. One of the best articles on fleshing out NPC's (which by the sound of it you've already done an excellent job) is the classic
seven sentence NPC article from Dragon magazine #184. Definately worth reading for the wisdom contained within.
And quoting from this article is often the way that I demonstrate that Alignment has nothing to do with personality, but is still an incredibly important point when describing an individual:
Baron "Wardog" Muckdigger is the lord of a small land holding in east Sembia, 24 of which he is the seventh heir. He is a short man, clean shaven with a very upright posture. Wardog is a 9th-level fighter famous for his incredible stamina (Con 18) and his leadership abilities (Cha 15), as well as his alleged ability at musical composition (his works are described as being more like the sounds of war than actual music). Beside composing music, the baron's greatest love is war, and he will use almost any excuse to take up arms against anyone he thinks might prove an interesting adversary. The baron has a rather blunt and direct way of dealing with people, but mixes it with enough charm to avoid being abusive. He knows a lot about military tactics, different military organizations and how to defeat them, but virtually nothing about the back-room politics in Sembia (or music, for that matter). The baron always talks in a loud voice with his head stuck right in your face, so you can smell the heavy garlic on his breath.
Baron Muckdigger is equally believable as a gruff but honorable LG zealot, or a brutal and ambitious CE warlord. Superficially they would seem to be the same person, until you say how they reacted when forced to make a series of moral choices. The same is basically true of just about any seven sentence NPC.
As for the utility of 1e henchmen, far more mention of them was made in the rules text even within the Player's Handbook than in the rules text of 3e, which does far more to encourage players to have them. But regardless of system, whether henchmen and retainers are needed is really up to the DM. First edition modules assumed a party size of 6-12 players, with eight probably being the 'average party size', and were balanced accordingly. For example, you might read in the text of a module that it was for a party of 3rd-5th level, with a total of about 35 levels (that is is between 12 3rd level characters and 6 5th level characters). However, nothing demands that the 1e DM balance his encounters on the assumption of such a large party.
Regardless of system, if the party is small then henchmen and retainers are likely to make a bigger impact in combat ability and I recommend them if you have 3 or fewer players. If you have a large number of players, I don't recommend them on the general rule that scenes should involve as few NPC's as possible. If you have 35 henchmen in the party (technically possible), then you'll lose the ability both to manage combats and to individualize and play the retainers in a memorable manner.
In both 1e and 3e, having a few henchmen, torchbearers (1st level warriors), men-at-arms, and porters (1st level commoners) with you at low levels can greatly enhance your parties capabilities. I would also note that in both editions at low levels a trained war dog or two is a major enhancment to party combat ability.
Personally, I don't see any real difference in the lethality of the two editions. Lethality is a function of what challenges the DMs puts across your path and how he otherwise conducts his table. Sahuagin and 30 foot high tidal waves are plenty lethal to 1st level characters regardless of edition. Ogres if anything may be more lethal to a 1st level party in 3e than they are in 1e. Ordinary rats are - by virtue of getting 3e's size bonuses to hit and AC - perhaps more lethal as well. Orcs probably have equivalent lethality. I had to be very careful designing challenges for 1st level 1e characters; I also have to be very careful when designing challenges for 1st level 3e characters. If you convert straight across, the sort of thing 6-8 1e 1st level characters were expected to take on is the sort of thing that 6-8 3e 1st level characters could also take on.
My take on the 'roll for everything' problem is a bit... different than is has so far been presented in the thread. An example would be the thread here:
http://www.enworld.org/forum/general-rpg-discussion/190714-examination-differences-between-editions-3.html#post3410417.
Basically, I don't think that this is a new problem in any way. I spent most of my 1st edition player career as the party thief. I had a search skill on my character sheet; it was called 'Find Traps'. I would typically grab my 10' pole and start tapping the ground for traps anyway. In 3e edition, I still have a find traps skill on my character sheet, but I still grab my 10' pole and start probing the dungeon floor ahead of me. And I still might describe myself openning a door by affixing a rope to the handle and pulling. In both editions, I do these things along with my skill check. Depending on how you look at it, the search skill is supplementing my player ability or the player ability is supplementing my character's search skill. I'm not doing it 'wrong' in either edition, and for that matter in either edition a player could simply roll the dice to search for traps.
As a DM, how I adjudicate things hasn't changed much between systems. I still need to know something concrete about the players proposition regardless of whether a skill check is going to be made. In many cases, "I search the room" is an adequate description of what a character does, if only because in many cases there is nothing hidden to be found and so how you go about searching isn't important. But in both editions you can run into complex cases where exactly how you search is meaningful in the extreme, and then simply, "I search" or "I check for traps" isn't enough to resolve what happens. This is also always true of, "I try to persaude the chieftain to help the King fight the orcs.", as well. Regardless of edition, I need to know something about the approach: did the player appeal to honor, did he threaten the chieftain, did he offer valuable concessions, did he offer a share of the plunder, did he offer to reconcile past harms, did he accept the chieftain's offer to join their peoples by taking his daugher in marriage, or did he offer the king's daughters hand in marraige to the chieftain? Before I can even throw the diplomacy dice and figure out what happens, I have to know what the stakes are. So, we always have to play through the scene.