Starlight Road: You can only activate Starlight Road if the effect that is activated will destroy 2 or more cards you control (per the card text). Even though Dark Hole has the potential to destroy up to 5 cards you control, if it is only destroying 1, you cannot activate Starlight Road.
You cannot activate a card if it would do nothing. For example, you cannot activate "Dark Hole" if there are no monsters on the field.
If multiple cards are sent to the Graveyard simultaneously, then the player can choose the order in which those cards are placed in the Graveyard. If "Dark Hole"/"Painful Choice"/etc send multiple cards to the Graveyard, then after you sent the cards to the Graveyard, "Dark Hole" is sent to the Graveyard last.
Sangan: If each player has a "Sangan" sent to the Graveyard simultaneously by "Dark Hole" etc, the two form a Chain and you resolve backwards. The Turn Player's "Sangan" is Chain Link 1, and the opponent's is Chain Link 2. If each player has four pieces of "Exodia" in his hand, then Chain Link 2 resolves first and the opponent is declared the winner before Chain Link 1 resolves.
These TCG rulings were issued by Upper Deck Entertainment and have since been deemed unofficial by Konami. They were previously considered official and can still be correct, as long as they follow the official gameplay rules, or unless Konami has issued a ruling that says otherwise. References: 
↑Konami Judge Program Rulings are considered unverified, as their source(s) are not publicly viewable. They are not confirmed as applicable to the TCG until they have been officially published by Konami.