Ok, I found how to do item 4 in Arena. It can do it but not in a very user friendly or easy to figure out way.
Best GUI for analysis
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Use SCID, if you search on the net you'll find a lot of information.
I use it and i'm very satisfied.
From my experience, Tarrasch is by far the simplest to use, and I think it does all of the above (UCI engines only, but this covers all the most popular ones) apart from generating comments.
I'd like to analyse some games but I haven't found an appropriate GUI for this yet. I'm currently using Arena but it lacks some features that I need.
Basically what I need is:
1. It should be free (so ChessBase is out of question).
2. Usable with any engine.
3. Analyze full games move by move. It's a plus if it can output human readable comments (like "missed move XXX").
4. Show evaluation chart (board evaluation rating for each move displayed as a chart).
5. Play alternate lines from any position without disrupting the original game.
The feature Arena is missing is no. 4. Note that the question is not about engines. I'm using Stockfish and I'm perfectly satisfied with it.
Any suggestions are appreciated.