First of all thanks for the compliment
3 or 4 on a base is a DBM hangover, 3 figures represent 'irregular' troops and 4 figures represents 'regular' troops. In the case of Roman auxilia, I would say they were Regular as they were professional soldiers rather than warriors like say the Celts. Only my opinion of course. Yup depths do become a problem, figures holding spears vertically make life easier. The rules say that depth is less important than frontage, however if you use a non-standard depth, say 4Sp on 30mm, then you may need to identify the element as 4Sp to an opponent.
If you don't intend to play in competitions or club games it doesn't matter, you suit yourself. If you used a 7 figure element, it only counts as 4Sp on a deeper base (no double-based elements in DBA despite listing them in the rules). Alternatively, you could identify it as 2x4Sp (two elements one behind the other giving rear support) this fits nicely on a 40mm deep base. In this case rather than one element it is a group for movement purposes, the disadvantage is that if the front element is destroyed so by necessity is the rear one - half way to a lost game. There's a short discussion on this very thing with Pk on Fanaticus forum at the moment.
It's all great fun, after all that's why we do it.