Buying the "Pro Palette" e/s can be a saviour of you end up accumulating a lot of shadows. They are the "naked" metal pan with the shadow inside, no plastic outer container. They are a few bucks cheaper.
The 15-eyeshadow empty palettes are about $12-$13 and are magnetized, and the Pro Palette e/s have magnets on the back, so you can pop them in and pop them out as you need.
A lot of us are "depotting" our regular shadows that come in the little hinged plastic pots, so that we can put them in the 4-slot or 15-slot palettes. It's more convenient that way.
After you have "depotted" six of those e/s, you can turn in the empty plastic shells to MAC for a free LIPSTICK of your choice! But actually someone on makeupalley had done the calculation and you don't save any money by buying the regular "potted" shadows and turning in the empties. Personally I am a nervous wreck everytime I depot shadows and I have ruined three (cracked) so from now on, I will buy the Pro Palette only (through the 1-800 number on MAC website, or visiting a PRO store).
Unfortunately as already pointed out, limited edition e/s NEVER come in Pro Palette form