To clarify, If I buy new, I can download Windows 10 x 64 from Windows and not need a key. I heard digital Rivers is doing the same.
when you buy a new pc, power it on and first thing it does is phone home and check the os legality and check for updates, soon as it's done that you can download the correct os version (home, pro etc. etc.) from wherever and use it to do a clean install without the need to insert any key.
I was wondering if I could use the stick I now have from Tech Bench as it is .WIM not .ESD for DISM purposes.
MS is not going to recognize he new PC so I would think a key would be needed.
depends, is it capable of install win 10 hone version if that's what the pc came with? if yes then yes you can use it without the need to know the key.
no idea why you think ms will not recognise the new pc and think you'll need to enter a key.
I wonder if a key is involved if I can just use the product key from the side of the machine?
there will be no key on the side of the pc, the key is now stored in uefi only and why you no longer need to enter a key. you can use software to find the key if you like and make a note of it but there is no longer a need to do so from windows 10 on up.
Another thing I am concerned about is the UEFI having or not having 'Legacy' as with it booting is so much easier. I wonder if this can be ascertained before purchase?
all uefi have a legacy mode but to be honest i really don't understand why you'd need or want to use it anyway.
your going to be using gpt partitioning and not mbr/dos partitioning so will have no need for legacy mode.
A clean install and having .WIM along with Legacy in UEFI can make it a lot easier. These answers are hard to find.
again i fail to see how having .wim or legacy makes anything easier, except for the fact maybe that is what you've learned to use.
there are no benefits to setting up a new pc to boot legacy though that i can see and would stick to using uefi booting on any new pc, be that with or without secure boot enabled.

more info about embedded keys (don't download the product key tool though unless you want to for some reason) :- https://neosmart.net/blog/2014/windows-10-embedded-product-key-tool/