Hey Undagekiter,
Yes, you sleep with the grill in the place of the window. With the window wound down you place the grill up into the window track and then wind up the window against the bottom of the grill which ideally has an upside down U-channel welded to it to keep it in place. This keeps the theives at bay from quick snatch and grab, keeps the mozzies at bay so you cansleep, allows the breeze to blow through and keeps the van cool.
Obviously you'll need to make two, one for each side of the van front doors to allow a flow of air from one side to the other. I'd recommend going into a caravan supplies place. If you are in Sydney there is a place called Caravan Accessories. Go for a browse in there, they have ventilators, and every conceivable thing you may need.
For fresh water, grab an 8" PVC pipe as long as the width of the vehicle and use large worm drive clamps or U-Bolts to clamp it to a bull bar. Put end caps on the ends of the pipe and then add a tap at the bottom of one of the ends and a filler port at the top of the other end. Place it on a slight angle to allow the water to gravity feed to the tap end and you'll have an abundance of fresh water on hand without taking up any room in your vehicle. Plus it will be spectacular if you rear end someone in traffic 
With the vehicle, try and find something with low k's, especially a petrol engine as small 4 cylinder engines get a bit wobbly at around 160K. A diesel will run much longer in respect of km before they wear out as they are built tougher and rev lower.
Good winds,
In 2000 I got a Mitsubishi L300 for $1800 (with 6 months rego & safety cert) from an english backbacker heading home & it came with bed, gas stove, sink, 12v fridge, curtains, 2 boxes of essential 'stuff' and even a boogie board! Basically everything he couldn't carry on the plane. I'd recommend hitting up the message boards on all the biggest backpackers in your area as most of the sellers have a deadline and are on pounds anyway so they don't really care about the price too much.
Reliability wasn't that great tho in 2 years I went through a diff, alternator, blown head gasket, battery, various leads and hoses, and had to make lots of creative repairs like removing random bits from the carbie till it worked again (just), reattaching the clutch cable with a $2 padlock from crazies, etc.
Loved that van tho and it did make it from Brissie to Port Douglas and back (at 90kph max), with lots of other great missions as well.
As kitehard said one of the best things I had was mozzie screens which were made cheap by just sticking velcro to the edges of some screen, and screwing the other side of the velcro to the van walls. The L300 also had an electric sunroof (luxury!) which was great in summer, with the mozzie net up you could lie back, light one up, and see the stars all night. . 
The good thing is kitted out van holds some kind of minimum value, at the end of it all I reprayed 2/3 of the body with spray paint (bogged up the biggest rust holes and covered the rest), got a dodgy roadworthy and sold it for $2000 to some more pommie backpackers...
/Also no-one has mentioned free campsites.. there are some good ones around, usually not right at the beach, but well worth the effort to find them. From memory there's one at 1770, just south of town, on the beach. Another favourite used to be Minyon falls, it's about 1/2 hour from Byron in the forest and has free toilets, showers, and firewood.
//Also places like the main van park in Byron use codes for the toilet/shower block, so you only have to stay one night and then you can have a hot shower and a poo whenever you like!
Im doing the same. I have a Mitsubishi Delica 4x4 Van
Check out www.delicaclub.com for heaps of info on them
Cheers
