Such things do exist, but they are so energy-intensive (water has to evaporate) that they're only used in extreme emergencies. Plus, doing it on a large scale would have effects on things we don't fully understand yet (sea levels etc).
Well, no, because the water that comes out of the sea, one way or the other, will probably go back there.
The main problem with desalination is what to do with all the salt it produces. I mean, you can dump it at sea, but then you're poisoning some patch of sea and hoping the salt will disperse.
Desal plants produce prodigious amounts of salt. Some of it can be sold, but not all of it. You still wind up with piles of the stuff that need to go somewhere.
Unless you are doing this on a scale that (almost) literally boils the oceans, I doubt that really is a problem. The oceans are _big_, and not that salty.
Also, as another comment already said, you might be able to sell the salt instead.
