E-cigs are "powered" by one or two basic substances, Propylene Glycol (PG) or Vegetable Glycerine (VG). Both are considered relatively safe, but there haven't really been any scientific long term studies on the effects of inhaling either in their vaporized form.
So, yes, e-cigs (even without the nicotine) still contain chemicals. One or two, compared to the over 4000+ in cigarettes. Add in flavorings, and you could reach up to 15 ingredients in the vapor. This is MUCH safer than Cigarettes, but if you've never smoked, why would you want to add them to your life?
If you are a smoker, and want to use PV's to quit, I suggest getting a PV with at least some nicotine to start. You can always use lower nic juice later to cut down, but in my opinion, starting with a 0 nic juice would be setting yourself up for failure.
As for chewing on the cheeks, no, I don't see that as a problem. I do the same thing, and have had no ill effects from it.
As for the model of PV, there are a LOT of choices, I suggest doing a good bit of research on this forum and read about the different models available today. You can also check out my blog (see my signature for link) for some info for new or upcoming vapers.