First just to clarify the semantics, anesthesiology is the practice of medicine. CRNAs are anesthetists and both MDs and CRNAs practice anesthesia. So if you are refering going to CRNA school, you are talking about going to nurse anesthesia school, not anesthesiology school. It's semantics, but we must be PC!
As for your other questions:
1) Overall GPA of 3.0 includes all your coursework. However, some schools will look at your most recent GPA and not necessarily your entire college experience. I had a GPA of about 2.0 in my first couple of years of college. My nursing GPA was about 3.5 and BSN 3.9. The school I applied to did not even care about my 2.0 and not 1 program calculated my GPA with those early college years included. This could be a problem if you only attended 1 college and your cumulative GPA is impossible to escape!
2)MSN, MS doesn't matter. As long as you go to an accredited Nurse Anesthesia school and pass you boards!
3) Go to ICU. Many CRNA programs will not accept ER, but all accept ICU for your "acute care" experience. IMO, I think the best learning experiences are at larger teaching hospital ICU's.
4) Helpful hints: Keep your GPA up, get certifications (ACLS, PALS, TNCC etc), take your CCRN, work hard in the ICU and learn as much as you can, do well on the GRE, get as much critical care experience as you can and spend time shadowing a CRNA to get a good idea of what it is all about.
Read the FAQ at the top of the Forum.
Hope this helps. Good luck.