the normal bigshots are here
Basically the difference between the pro and normal is down to the size you want to cut. The pro will take dies up to 12" wide, the normal one 6". The pro will take the normal size Bigz dies, but obviously the pro size dies won't fit in the normal machine. (I have a normal one, as the pro didn't exist when I got mine!)
I guess the steel blade dies would eventually blunt, but I have some I've had for years and used loads (cutting 30+ shapes every time I use it for the kids crafts group I run) and they are still absolutely fine. (I had one heavily used die where part of the blade actually came out of the die, but sizzix customer care replaced it free of charge, which I thought was fab!)
The only difference the thickness of the felt makes is how many layers you can cut at once. With "normal" felt I can usually cut 4 layers at once, with thicker stuff you may only be able to do one or two. (You get to know the "feel" of the machine and how much you can get away with!)
I actually find it easier to search for the die I want on the sizzix uk site, so for example heart dies that will cut felt and then find the die I want on the CEC site using the item number.
Once you have the dies the other consumable is cutting pads (clear perspex sheets which sits either side of your die) which need replacing every now & then, but they are only about £7? a pair (looks like CEC are OOS of the normal ones ATM, so can't check) and mine last a year or so, even with heavy use.
Can you tell I love my big shot?!