1. Programming depends widely on your interests in how the lights function. DMX as a communication protocol will allow for fixtures to either talk amongst themselves for standalone master/slave and/or sound operation. DMX will also allow you to have control over every single aspect of what a fixture does at any given time (assuming it is a feature, of course). If you are sincerely interested in the intricate details of your lights, then you will want to spend some time programming them and making them do what you want them to do.
DMX does allow for some on-the-fly flexibility much in the same way you have flexibility with a non-DMX system, except that you are given a variety of features to select from (depending on the fixture) when you are operating on-the-fly (versus say, on or off). It may not be as quick and easy at first, as there is a learning curve with any DMX operation, but you are getting more features in a smaller package. Just think of how many cans it would take to match the color selections of a color changer.
There's certainly a lot of give and take between traditional par-type operations and DMX systems. I see distinct purposes for each, and I still sometimes prefer to do a purely par-style show.
2. LED's are great from the side of color mixing , power consumption, and lack of heat. The individual fixture you are interested may or may not be suitable for a chase controller (you'll have to check the manuals for those fixtures and evaluate them on a case-by-case basis). Keep in mind however, many DMX fixtures, including LED's especially, feature a sound-activated setting of some sort. In fact, while some can only be put into sound active mode via dip-switching, other fixtures can be placed into sound-active mode via DMX control. This means that you can program and operate normal scenes/chases, but then also create scenes/chases that are sound sensitive, and your fixtures will move/change to the low frequencies of sound being produced by your PA. It's just another feature to look for when shopping for fixtures.
In general, DMX operation will give you more control over your lighting, rather than being left at the mercy of simpler on-off, twirl and hurl, or internal programming that may or may not feature desired traits.
Hope something in there helps.
Best,
-Tech