If I create a simple App, would it be possible for me to install it in any other devices without having to upload it to the Apple Store and wait for the reviewing process?
Yes, however you will need to set up a provisioning profile and add each device you are installing you app on (you are allowed to provision 100 devices).
You do need to join the iOS Developers program for this to work ($99 per year).
Once you join the developer program you can set up your provisioning profile from the provisioning portal (https://developer.apple.com/ios/manage/overview/index.action) there is an Assistant to walk you through the process (which IMO is a PITA).
Yes, there a couple of ways this could be achieved.
With either account, you'll be able to build a version of your App in any device.
Here's Apple's list of their different Developer Programs.