Having to use a hand wrench to break bolts loose then use the air ratchet at first seemed like a crazy idea to me, now that I do it things go so much faster. It is not often that my air ratchet fails to break something loose, but it if does it takes me 2 seconds to use the hand wrench. The air ratchet zips the bolts totally off/on faster than I ever could by hand.
As for the impact gun being hard to get sockets on/off, mine is a little difficult too but I assume that is a safety feature. You wouldn't want the socket flying off at those speeds.
Oh, just wait until you get an air hammer, now that sucker is just plan ole' fun!