Everything does have to be purchased separately, but I think is better because you can customize the palette with your own colors and add things whenever you like. And yes, they do have to be purchased from a pro or freestanding store or from the pro phone number. As for the pricing....here goes...
empty 15 pan palette = $12
empty 4 pan palette = $3.50
pan eyeshadow = $10.00 (exactly the same as the regular potted eyeshadow....but already depotted for you)
regular pot eyeshadow = $13.50
So, if you buy 4 eyeshadows in regular pot form it will cost $54.00 (avg. cost each = $13.50)
if you buy 4 pan eyeshadows + empty quad to put them in it will cost $43.50 (avg. cost each = $10.87)
But....(this is my favorite) a 15 pan filled with 15 eyeshadows will cost $162.00 (avg. cost each = $10.80)
where as 15 e/s in regular pots would have cost you $202.50 ......saving you $40.50 if you buy the 15 palette (and a lot more room in your makeup case)
And for pro members you save 40% which puts the filled 15 pan palette at $97.20