That is true what you say... you need to master the samplemodelling instrument, like any "real" instrument. Same is true for any sample/hybrid/modelled instrument of any complexity -- horns, woodwinds, guitars, basses... you need to know how to play the real thing before you can play the fake thing, then on top of that you need to apply what you know about the real thing to the complex control system of the fake thing. Gak!
Grab the soprano for $37 or whatever if you have kontakt full. It's very playable. In fact, base your decision to go with CHH based on your thoughts of the soprano, as the control system (keyswitches, realtime scripting, etc.) for alto and tenor will be very similar.
As far as the individual CHH instruments via soundsondemand, or directly from the CHH site... the deal is for any one of the 4 volumes your first instrument in that volume costs X, then each subsequent instrument in that volume is discounted significantly (30%? can't remember). However, if you think you might need more than alto and tenor solo instruments, it would be more cost effective to just get the whole volume 1 either via download or on disk.
As far as bit depth, I believe all the CHH content is 24-bit, at either 44.1 or 48, can't remember. Not sure about the CHH Compact product... my guess is 24-bit as well. In any event, a properly dithered 16-bit sample is every bit as good as a 24-bit sample, except in very special conditions.