No they did not all come with all of the bells and whistles. It depended on the promotion that was running at the time. Some stores sold it with the effects and either the adat or analog expansion.
I was not sure when I would be buying my mpc4000 so I purchased an effects board in case they became scarse. Turns out that I ended up getting a unit with one in it and my Z4 has one in it too. So I have a third effects board laying around.
If you ever need one you can buy mine. I still see a few on ebay. I think they sound good. You don't get as much effects as other companies (Yamaha). You can do without it the effects card, however it helps speed up resampling with effects.
I paid $120 for mine. You can get better effects from a stand alone effects box for a little less money nowadays.
I am going off memory, I think you press "global" and it shows you what is installed.
Cheers,
Ian
