Once you move to CNC I think it is best to fully embrace it instead of trying to use it as a half manual half CNC. Using a MPG (Electronic hand wheel) will not give you anything like the feel or control that a manual handle will and even a manual handle will be no where as smooth and consistent as using the motors/CNC to move. For positioning, a MPG is great but for actual cutting you will not get great motion and thus not the best finish.
MDI is as has been mentioned just an area you can enter code one line at a time and hit Enter and it will be executed, so once you get into the swing of things you can be typing away merrily and hitting enter line after line. Of course if it is anything other than a simple few moves then using a wizard or using CAM or even writing a programme by hand would be the sensible thing to do rather than everything MDI.
Mach4 however will have a very nice feature, you will be able to type into MDI with multiple lines and then when you have your code done you just press Start and off it goes.
Of course that is just my personal opinion

Hood