Further to Bettie's comments...

> When a player receives a blackjack, does the dealer
> automatically pay it off once the initial player cards
> are dealt or does he just start at first base and then
> pay it off when he arrives at the player BJ?

This should depend on whether the player is allowed to double down on a blackjack or not.

> Once the dealer pays the BJ, does he immediately
> collect those 2 cards or does he wait until the end of
> the round and collect the blackjack with the other
> cards?

If a bet is settled before the hand is complete (e.g. BJ or surrender) I believe it's standard to collect those cards immediately to prevent double payoffs.