At what point do you get concerned about an unconnected digital I/O pin(s) being affected by EMI?
When you are seeing odd/erratic behavior on adjacent pins or with the device in general. This is very rare with a Picaxe but quite common with other devices such as Logic chips. Not too long ago
I scratched my head for 45 minutes due to noise on the supply rail cause by me not grounding the unused inputs on a 74HC14 Hex Inverter.
IMO, in dealing with digital and mixed signal chips ( including micro-controllers), what is of primary concern here is "unused inputs". With a Picaxe, all I/O pins default to inputs. So any pin that is had not been defined in code will be an input.
To your initial question.
... Unused inputs are normally tied to +V or ground, can this be done without a resistor? Since inputs have weak pull-ups, can several of them be tied together forming a "stronger" pull-up, without being tied to +V or ground?
Yes, unused inputs can be tied directly to ground without a resistor. But as has been noted , if you make a mistake in code and set the pin HIGH it could blow the Picaxe. So this is not a very good idea for a Picaxe.
A better idea (as has also already been noted) is to simply make unused inputs into outputs in your code. This applies to all I/0 pins EXCEPT the one "input only" pin on the Picaxe. For example, PIN C.5 on an 18M2. For these input only pins, it is safe to tie them directly to ground since they cannot be made to outputs.
Like some others here, I do not always tie unused pins to ground or set them to outputs, especially when developing stuff on a breadboard. I have seldom had any problems. However, on any commercial product or on any Picaxe used for automotive applications or any other application where there likely to be supply transients or high levels of EMI there should be no inputs left floating ..... none. It is a simple precaution that cost nothing but a couple of lines of code ....