1) advantages? one pro tools session can take up a shit load of room on your hard drive on your computer. you don't want a slow rig so it is better to store your sessions on a glpyh drive like one of these
http://www.sweetwater.com/store/detail/GT050250/
2) a must have? having nearfield monitors is a good idea but a must have is questionable conisdering some of the best albums to ever grace the music industry have been mixed on far less. one of the beach boy albums were mixed through an a.m. radio. but it is good to have different type of speakers to do a/b comparisions i.e. neirfield monitors and regular home stereo speakers. there was a band i was mixing a track for and i would go back and forth between the mixing room to my car for comparison
3) if you are considering buying a pro tools rig then you do not need a mixer. you can plug a guitar, keyboard, mpc, mics, etc all into the interface (003, mbox, etc). you will probably just end up waisting your money unless you really happen to like the preamps on a particular mixer.
if you are trying to go for a more hands on feel then buy a pro tools 003
http://www.sweetwater.com/store/detail/Digi003Fact/ the interface is completely hands on
or if you dont want to go that route and still want to be hands on do what i did and buy one of these
http://www.sweetwater.com/store/detail/FaderPort/ a presonus fader port.
4) drum machines are starting to be a thing of the past. they really don't make anymore these days. there are very few that are made and the companies that do have some are korg and alesis. roland has one for their electric midi drum set. the alesis one is good with great sounds and very cheap in price.
if you want really great drum sounds buy one of these
http://cgi.ebay.com/Alesis-DM-5-dru...ryZ64380QQssPageNameZWDVWQQrdZ1QQcmdZViewItem
and use it through a some sort of midi controller
but are you wanting a drum machine or a sampler? people often confuse the two.