To get the data set up the way you want, you would have to manually go through and set things up for each domain. It really isn't that tedious and once you start doing it it would really only take you 5 minutes per domain. Most web hosts don't even have all of the powerful options for AWStats set up so even if you moved hosts I would still recommend setting up your own.
As for the cgi-bin folder, every directory on the DreamHost platform is cgi ready, so you wouldn't have to use the cgi-bin directory but that's how I was used to doing it, so that's how I wrote it in the tutorial. So to answer your question, yes you just create that directory and it will work fine for you.
With several hundred domains, you are probably either hosting for clients you've designed sites for or you have many sites that aren't doing too much. Just pick the most important ones and start with them. If they are for clients, then charge them for the set up if they want to have more expansive stats available.
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