|MadSci Network: Physics|
Forces do not establish themselves faster than light.
You're on the right track with idea #1; gravity is presumed to be carried by a massless particle called the graviton (that no one has ever seen) that moves at the speed of light. Because all particles are waves, gravitons are sometimes called gravity waves.
If a mass suddenly appreared somewhere, a gravity wave would be launched away from that point in all directions, travelling at the speed of light. You wouldn't feel any gravitational attraction from the new object until after that wave reached you. Any accelerating mass produces gravity waves, and any accelerating charged object produces electromagnetic waves, both of which travel at the speed of light.
Here's one useful link concerning experimental tests of the above statements, as well as a discussion of what happens for masses and charges which move at constant velocities.
Try the links in the MadSci Library for more information on Physics.