I will try to answer your questions as best as I can. Please correct me if I am not wholly accurate.
1- sent back to HQ. Do you mean being sent back to country of origin to be serviced? If this is what you meant. Then big brands like Patek will get sent back to Switzerland. And even Grand Seiko gets sent back to Japan. There are other brands like Tissot or Rolex that has a service center in whatever country that you are in. Rolex almost always has a service center where you are.
2- Cost of regular service? I don't have many experience with other brands as I have only sent my Tissot T Touch, IWC and Rolex for service. All sent back to AD and AD will send to service center with the exception of Rolex where you have to go to their designated service center. Many moons ago, my Tissot cost me a few hundred ringgit, but because it is a quartz, I don't think you can call it a "service" as I needed the battery changed and at the same time they "cleaned" it and had gasket and rubber seals changed. IWC was a spitfire chrono and that cost me RM$2000 over 12 years ago. And Rolex cost me around $3000. I got both watches back after about one month after sending it off for service.
3- I will not bother to send it in for service, unless you do a lot of swimming and diving and your watch will be constantly underwater as you would want proper waterproofing. But as a rule of thumb for automatic watches, I will not send them in for service unless it is waaaaay off in terms of time accuracy. Which means + or - more than 30 seconds a day.These days the watchmakers use silicone oil as lubricant and they last way longer than mineral oil. Which was why manuals from yesteryear which was not updated will recommend that you service your watch every 3-5 years. These days, most ppl will happily wear their watches for over 10 years before bringing them in for service.