Did you watch the video linked from the wiki? There’s an overlay that mentions how you request access to a p2.xlarge instance
Regarding data persistence, I think it depends on what kind of instance you setup. You can read about the differences between a normal instance and a spot instance here. There are instructions for making data persist across spot instance usages. That’s not a feature from Amazon and is something you need to setup on your own.
There have been some threads about persisting data across usage periods of spot instances. Here’s one thread from Feb. 25 and one from March 17. I’m not sure if these are the same methods discussed in the Wiki or not.