With lightning out feature in developer preview ,its certainly possible to combine lightning components with the visualforce.
The steps are highlighted here
You can build independent lightning components and use small script with lightning out defined to achieve deep integration between visualforce and lightning components.
To precisely answer your question
1)There is nothing stopping you to have integration done via lightning component .Also since it will asynchronous callouts via lightning components you can do as many callouts as you need .(There will be 3MB size limit for each callout and max poll time of 120 seconds for each callout)
2)There are specific things that are little difficult in lightning than in visualforce like navigation between different components .But you can still combine both lightning and visualforce both ways .
One advantage of building your page in lightning component will be re-usability.
You can use in App builder pages ,New lightning experience pages ,Salesforce 1 ,If you need functionality for communities you can use that as well .
If your App is typical Single page application you can convert to lightning component or create multiple components and drop into visualforce .
Recently there are lot of blogposts on how to do this and if that helps please find below
Winter 16 release session