I recently did this, keeping my cyclocross tires on my stock wheels, and putting my road tires on my newer wheels. (My bike has rim brakes, though).

Wheelsets generally come with hubs, spokes, rims, and usually skewers (or through-Axel's?)...they will NOT come with a cassette, or disk brakes. To minimize setup changes, you'll want similar disks on each set, and a similar, but not necessarily identical, cassette.

I purchased a second cassette for the new wheels, and am VERY happy with the results. I can easily switch Wheeler's for on or off-road, with no tools, no tire changes. The rims are close enough in width that I don't change the brake setup at all (disks might be more finicky between different wheels, which is why you'll want to try to duplicate things as closely as possible).

The 2 cassettes are 11-28 & 12-27, but both work without derraileur adjusting...maybe a small tweak on the barrel adjuster if I want the BEST shifting, but it's not a necessity.

Definitely get a second cassette, if you're going to use 2 Wheelsets and tire setups anyway. No reason not to.