If I buy an android lisecense do I have to download an Android version of unity or do I just integrate the SDK?
Also, Does anybody have any experience with the android marketplace? How active is it and how hard is it to get a game published there?
Just buy the license and the unity version handles everything. You do have to have the Android development environment set up, check out this page:
http://unity3d.com/support/documentation/Manual/android-GettingStarted.html