The sponges are great filter feeders and will help pull a lot of the nitrates out of the water. They are suppose to be more effecient then algae in a refugium and some people go with dark refugiums to get different types of sponges to grow. They are a benifit IMHO and I keep them alive in my tank.
The rock nem... you can feed or not (I don't spot feed any coral or anemone). They are photosynthetic so you need good lighting over them, if you don't then feed them until you get good lighting over them. If you have no plans to upgrade, then i'd get rid of it. How big is your tank? If it's a nano, be aware they do get pretty big and have quite a bite to them. If you do have fish that will perch on things, like a blenny or hawkfish, then it can eat them. I know someone that had theirs get up to 1ft and ate 3 yellow tangs, a purple tang and a few lawnmower blennies. beware.
the Zoanthids or Palys, will spread on their own with good lighting and water movement. Developement depends on your lighting and flow. The stronger the light the better.