Yes, in theory, cogs can be swapped. In practice, it depends.
If you look in a store or on the web at
http://www.sheldonbrown.com/k7.html , you will notice that "economy" cassettes (105, HG-50, HG-70) are made with individual cogs riveted or bolted together. It's quite possible to remove the rivets or bolts (they are not necessary, except for ease of installation) and change cogs to your heart's content.
By opposition, higher end cassettes, such as the XT have the largest cogs attached to a spider. This saves weight, but makes for a less rigid cassette and the spider is non-replaceable (except by a whole new one).
Individual cogs can be bought... but very few stores seem to have them. But when you buy a new cassette, it's possible to select different gears and mix-and-match.
Oh, BTW, best way to preserve your drivetrain: get fenders and install a mudflap to the front fender. Little or no road grit will affect the drivetrain.
Regards