Extra agents can go in at any time (though they are best with the expansion content because they use some of the new mechanics). The two big box expansions don't really integrate with the core, though; rather they continue the story and add expansion-specific mechanics. If you want you can backport the NPCs and fighting stances, but that's about it.
Ah, that's a shame! It looks like the exansions add a considerable bit more when it comes to gear and skill builds too. I've enjoyed GD when I've played so far but the limited amount of character build options seem like a bit of a shortcoming.