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This link has some answers to your questions and will help you to get some basic understanding of OAM 11g cross-domain capabilities - http://docs.oracle.com/cd/E14571_01/doc.1111/e15478/sso.htm .Also you might want to look into OIF for standards based multiple/cross domain sso, if you are interested.
For your custom applications, you need code changes to read unique identifier (e.g. UID) from http headers (inserted by OAM during authentication). You can build logic around your custom application login module to consume the header and perform SSO. OAM also provides api to build custom agents if your application server is not supported for webgates. There are quite a few options here and you can take a long term and holistic view of your enterprise and arrive at a design solution.
We are also trying to achive the same thing. We are using ASDK 11g agent for applications which cannot be proetcted by webgates. Also we are using custom plugins for generating the required custom cookeis. For trusting custom cookies we are using OAM security token service. The work is still in progress and we have opened a couple of SRs with oracle. But the major issue for us that we are in OAM 11.1.1 which are very limited asdk apis as compared to 22.214.171.124.