Originally posted by yoon395 Is it still worthwhile getting an external flash that will only be used mounted to my K-x?
Yes, it is. First, it will be more powerful. Second, it will move the flash from the axis of the lens and pretty much eliminate red-eye at normal distances. Third, with a tilt/swivel head, you can bounce if needed.
Originally posted by yoon395 Also, is there ever occasion to use the flash directly pointed at a subject (since I always read about emphasis on 'soft light' and bouncing the light off of whatever surface is available)? What would you be doing if you're out in the open? Forgive my ignorance, but is this when you would be using a diffuser?
This is used for most events and weddings. The vast majority of people shoot with the flash on the camera at weddings. If you know how to set-up your exposure and flash, it will look great.
Soft light has it's place, but direct flash is useful too. If you'd like to see some examples, google Terry Richardson. He shoots direct, on-camera flash for most of his work. It's not to everyone's taste, but it is currently in vogue.