For the record the new ones have SD cards, also the audio input is selectable as mono or stereo on both new + old
But yeah - you can import your own samples either on the card via a computer (wav or aiff files), or you can record audio input directly from something into the esx.
The ESX has a good combination of sample-use - there are 'slice' parts - which allows you to take a longer sample and trigger different bits of it, say a breakbeat - rather than having to manually slice the samples up one by one.
It also has stretch parts (for changing the BPM of longer samples and keeping them in sync), one-shots (normal samples that play when you hit them..) and 2 keyboard parts that allow you to play multiple pitches of the same sample. (actually you can do this with the one-shot parts too if you step-sequence the pitch parameter, but its a bit time consuming)
Also it allows you to use single-oscillator samples that loop, so rather than have to sample an entire note of a synth sound, you can sample an individual cycle of an oscillator, loop it so it plays over and over, then this way you can hold down the note for as long as you like, rather than be limited by the length of the sample. It also has the multimode filter + filter envelope, + the LFO/envelope type modulation..
Another concept to familiarise yourself with is 'resampling' this is basically an internal audio routing so that you can re-record a sample, say with an effect applied, or as you play it at different pitches, play 2 samples at once etc.
then you can load the new sample into a single slot and do more modulation/whatever to it, etc etc.
The only downside to the ESX in my opinion is the fact that you are stuck sequencing on a 16th note grid (it has a swing adjustment though, and you can double the tempo to make it 32nd notes) (you can kinda sneak around this by recording silence at the beginning of a sample, then using the start point setting to set how much silence plays before the sample plays)
Also there is no polyphonic part - if you want to take a single note sample (say a piano note), and play a chord.. you will need to load the sample into 3 sample slots, transpose each slot to the right note of the chord ,then resample hitting all 3 at once (so you have a single sample of a chord) - one cool thing about doing it this way is you get the kind of classic 'chord memory' effect, rather than chords following theoretical transpositions where the semitones between the chord is not always the same depending on what the root note is.