I'm interested in building an enclosure for them, to both control their impact and make it easier for us to find their eggs. What works for them in terms of roosts, nests, etc?
They do not 'roost' as chickens, so no roost needed. They do nest, move their nests and reused old ones sometimes. But all this they will manage on their own. If you want to collect their eggs it would be best to confine them in an area where you can see and mange their nests. They prefer bushes to hide their nests in, and will not lay as much if there isn't good cover for nests.
Ducks tend to lay a clutch of eggs - laying an egg a day until they have several (depends on breed) and then they will sit the nest. If you take all the eggs they will think 'predator' and move to a new location. If you take all but one you can sometimes fool them into laying more

or at the least staying with the same nest. You may find you'll need to leave a couple to work your supply. So play with this and your flock until you get the perfect system for you.
Has anyone tractored them, and what size tractor worked well? What kinds of greens did they seem to like? Ours are not eating much of the scratch we put out for them, and have pretty well policed the area of weedy annual grasses - which is good - but there must be more nutritious greens that would appeal to them.
Tractoring them would be a great idea to mange their damage to any one area. Simple quarters, as asmileisthenewak47 states with good ventilation, protected from hot sun, heavy rain and wild animals are the choice of Muscovy's (meat ducks). The floor should be dry, and not overcrowded. They require 3 sq ft per duck for inside and 15 sq ft per duck for run.
Making leaf piles would be great 'animal enrichment'

a term used by zoologists
Animal Enrichment -helps satisfy both the physical and psychological needs of animals.
I am big on animal enrichment around my place.
They love animal foods, and I am thinking of growing meal worms for them - apparently it's not too hard. Other suggestions?
Any worm would be a good choice, just consider what worm-food is easiest for you to provide for your worm bins as different worms require different nourishment. Ducks also enjoy garden surplus.
I would love to hear how other folks are meeting their needs and integrating them into their permaculture management.
I have Indian Runners (egg ducks) and I'm using them for eggs, mowing and bug/pest control in my backyard. In the spring I turn them in to the garden area and they stop slugs coming from the neighbors side so well my neighbor doesn't have to put down snail poison along the side next to my property.
The ducks 'work' so great for us that I've cut back my chicken flock, and if it wasn't for the composting the chickens do I would get rid of them altogether. The ducks require so little management/work from us as compared to chickens. They are more self sustaining - in my backyard situation. I will have to retest this belief when I get out on land.
~Jami