Because the PicStic uses a compiler, interactive features like debug are not compiled with the program. PicStic 1-3 is also pin for pin compatible with the S1. Of course, PicStic 1-3 have more memory space and additional optional features you may want to take advantage of. When using the PicBasic or C compilers, the program is converted into fast assembly-language routines before loading into the PicStic.
Compilers are inherently faster than interpreters.
No, it may not be used with the PicStic. As a compiler rather than an interpreter, it requires different development software. So yes you will need a PicStic development system to program a PicStic. A variety of commercial programmers are available. The ADC can provide 11,000 samples per second should you care to exercise it that often.