Yamaha DTXpress/DTXplorer/DTXtreme

I'm at that point where now I have more triggering devices than I 
have inputs. The way I look at it, I have three choices:
1) Purchase an additional DTX module and create a completely 
compatible system.
2) Purchase another manufacturer's module giving me additional sounds 
to work with.
3) Purchase some sort of MIDI device like the KITI or the PM-16.
Before I make any decision, I need to understand more about these 
MIDI devices. It was my understanding that they do not house any 
sounds, but merely transfer them (or store them) so that they can be 
transmitted from one device to another  i.e. computer to module. Is 
this correct? In other words, if I added a PM-16 alone, for example, 
would I be able to trigger four or more additional pads? Where would 
the voices be generated? From the PM-16 or from the DTX?
Any assistance to help me further understand MIDI and the applicable 
devices is appreciated.
Thanks,
Stephen