I disagree that you need a chain for each cassette. If you change your chain frequently (I recommend every 1,500-2,000 miles), your cassette won't conform to any stretched chain patterns.

I swap wheels on my various bikes all the time. I have race wheels, training wheels, disk wheels, cyclocross wheels. And most of them have been on all my bikes. It's a piece of cake and you shouldn't have to adjust your rear derailleur if you're using cassettes from the same mfg (Shimano or Campy) and the same speed (8, 9, 10). I've even run a Shimano 9 on a Campy 10 and it worked just fine.

To swap the cassette, you need a crescent wrench, a chain whip, and a cassette tool (it's a little round thing that you place on the lock-ring). Make sure you get the correct cassette tool for your component group (campy or shimano). I use the same chain whip for Campy or Shimano, 9 or 10 -- doesn't seem to make a difference (although someone hardcore might disagree).

Swapping cassettes is challenging at first, but once you remember which way to place the chain whip, it's a piece of cake!