I think the easiest approach is to implement your own statistics
(maybe extend SimpleStatistics).

> 1) How do I save the best-of-generation individual to a file each
> generation (or every N generations)?  My individuals are too large to
> print, and I'd like to do some other things with them after I evolve
> them.

In your new statistics, you just print that individual wherever you
want (screen, file, etc).

> 2) As mentioned, I'm coevolving Go players.  To see that I'm making
> progress, I'd like to test the best-of-generation individual against
> a random player and against a known good player every so many
> generations.  Is there any easy way to do this?

Again, you can do that in your custom statistics.  The
postEvaluationStatistics method looks perfect for both tasks.