Sorry, I don't understand the answer:
Is "Yes" the answer to my question "Should I get the full source only because I use Visual Studio? Even if I just want to create a theme or a simple module?"
And by "if you have Visual Studio there is no good reason why you should", do you mean there is no good reason to use Visual Studio for Orchard development?
I'm somewhat confused: I know about WebMatrix but I'm not aware that it would somehow preclude the use of Visual Studio in a project such as Orchard. Is there a documentation on how to set up different environments? Because after reading the documentation
at the link you provided I'd still rather use Visual Studio than manually edit .csproj files.