It is about preference, granted you get all the benefits of the arduino platform if you conform with it. but you can certainly buy the microcontrollers and use them standalone. So far the ones I have used you dont need to be pre-programmed, they have a couple-three different methods for programming the part. the atmegas being easier the xmega a little harder because the timing is more sensitive, but doable. (can get an xmega breakout board from sparkfun and try this yourself, or just get some parts and make your own breakout or whatever. Just tried oshpark it is reasonable in a number of ways).
If you want to use the usb interface to program the part then yes you need to put a bootloader on it, using one of the other programming methods.
The documentation from atmel includes the programming protocols, the are not that difficult if you have something to bit bang with. Another microcontroller for example, or an ftdi board of some sort.
The obvious benefit to programming through the usb is it is easier, so long as the bootloader is not overwritten/trashed. You have to get a bootloader for the microcontroller and some program for the host and whatever operating system, etc. it can be a good sized task. Depending on which microcontroller and what protocol you choose though bit banging an ftdi part might be the simpler path and give you more hosts (windows, linux, mac), with less effort.
The arduinos have a number of subtle differences to programming which make just programming legit arduinos a challenge, if you try to do it directly. They keep making these subtle changes and tacking another if-then-else to their loader. For whatever reason their solution is not perfect. A serial based bootloader is a good idea though in general. the subtle differences usually have to do with baud rate and resetting the part, getting it to know you are trying to load it rather than letting it run the burned in application.
atmel doesnt necessarily make it easier either, each part or family has or can have subtle differences in the spi or other bitbang protocol to know where and how to program the flash. avrdude is a good source for finding info for many parts in one place (rather than trolling through dozens of manuals, you likely still need to troll the manuals).
Getting a real arduino or one of the minis or something like that from sparkfun or wherever is not a bad starting off point, you can completely operate the board without any arduino software of any kind, replace the bootloader, whatever you want to do. or just use their sandbox, your choice.