i'm no expert by all means but I think I can help you with this one....
NO, bluebox is not the only way to create programs there are other softwares that help you do the same, and you can also just build programs directly in the mpc with your provided sounds, wether you store them in the mpc, or on a cf card, or drag and drop from your pc via usb....all would allow you to create custom pgms. with your sounds....
as far as sample cd's, some can be great but everyone makes different genre's of music so to each his own....I personally would stay away from most of ebays sample cd's because alot are "neptunes,timbaland,dre, just blaze etc etc sample cd's" which can be found on the net for FREE fairly easy....and why not try and develop your own sound V.S. using someone elses.... these forums have very nice kits for sale as well as tutorials make sure to click the banners and check them out!!
This should help, welcome to the boards....