I originally got an expensive remote cord for my D200, but returned it because I found it too slow and annoying to use in non-studio conditions, that is when you're walking around outdoors and repeatedly setting up and packing away. Getting the thing screwed in (and not losing the cap over the camera connector) was a pain; slower than setting up the tripod! I was spoiled by the cheap little cordless IR remote I used to use with my D70, which didn't require any setup at all, and was very disappointed that it wouldn't work with the D200.
And in answer to why one uses mirror lockup: The mirror's moving can introduce vibrations that affect the sharpness of the image over *some* shutter speeds. I don't recall the exact values people tend to quote for where it matters, but it was somewhere around the 1/10 sec to 2 sec range (maybe someone who knows more accurately can chime in here???). Mirror lockup gets the vibrations out of the way before the shutter trips. Slower speeds and faster speeds than that range are not a problem.
Lisa