It would be nice and yes, worthwhile, to be able to swap wheels between fatter/more knobby to lighter/faster rolling.

Rotors will not likely come with the wheels, so you'll need to buy: a wheelset, disc rotors, a cassette, tubes, tires. edit: and as dabac mentions, rim tape may or may not be installed on the wheelset

Things to pay attention to:

• Rotor and rotor mounting: you need to mount the rotors to the hub, two major ways to do so in 6-bolt and CenterLock/AFS; make sure you match the rotors to the type of connection on the your hub of your wheelset (note: if you have CL/AFS hubs, you can get an adapter to use 6-bolt rotors, but you can not adapt from 6-bolt hubs to CL/AFS rotors)
• Rotor size: match the sizes on your stock wheels, front and back
• Axle: match the dropouts (how your wheels fasten to your frame) on your bike. They'll either be Quick Release (QR) or some type of Through Axle (TA, most likely 12mm). Some wheelsets allow you to easily change between QR and TA, but make sure you're covered before you buy.
• Cassette: you may want different gearing if you're going to be riding different terrain. I wouldn't want to swap cassettes because it would kill a lot of the convenience