You get any bonuses when you build a trade good.  Should you decide to share them, the receiving civ will also get them.

Not a bad strategy.  Never thought of it.  Especially considering that you usually have to build them on your high-manufacturing planets if you want them done in a reasonable time.

Interestingly enough, if one builds the trade good, one loses it if one loses the planet upon which it is built.  However, if one traded for it, one appears never to lose it.\

One thing I have always wnted to test, but never got around to it, is to confirm that the loss of the planet did not make the one it was traded to lose it, also.  I don't think that loss is supposed to occur, but i have never confirmed it.  Generally, when I have traded for a trade good, I am the one that eventually conquers the planet.  Thus, I would have gained it in any case.

Anyone actually confirmed it?

Concerning Trade Goods.

If you lose a planet with a Trade Good upon it, you will lose the benefit of that good, but only once you hit the turn button. Anyone you traded it to whislt you had it, still retain the bonus it gives.
Once traded for, you cannot lose the effect of the Trade Good in all but one instance, and that only concerns TA. If the planet was destroyed by a Terror Star, then the Good would cease to exist and all those that had traded for it would lose it, as would obviously the race who built it.

Another possible way would be if the AI had the ability to Destroy Colony, as the human player does, but i've never seen the AI do this and suspect it was never coded for them to do so.