Really the best way to get a feel for what 3D printers are capable of is to get one and start experimenting with it. There are a lot of nuances that you won't pick up on until you see things in action for yourself. Generally, though, you can get away with quite a lot without a second extruder for support material. This is especially true if you are ok with certain things coming out a little messy. Support structures are usually printed with the same material as the rest of the part, however it is done in such a way that makes it relatively easy to break of. The software that runs your printer can add these structures automatically. There are also very many situations in which these structures are not necessary. There's a lot more information out there already, so I'll just talk about your specific situation. If you want to do more research, look up overhangs and bridging.
The threads on your part will probably come out fine, as long as your printer is dialed in well. Support will not be an issue, but the tolerances of your machine will be.
The caged area is the real concern. Obviously you would not be able to get support structures out of there if you used them. Odds are this object would print without support, but the inside would come out VERY messy. You may or may not be ok with this. If not, you would have to divide it and print it in two pieces.