The "Arduino Pro Micro" has its own USB interface so you don't need extra stuff for it to work. However, a number of existing libraries that deals with Arduino shields do not support the new chip inside the Arduino Pro Micro (ATmega32U4) so check first to make sure it will work with what you need.
For the "Arduino Pro Mini" (which I use a lot since it is very very cheap, about $3 from ebay) to program it I use "USPASP" (also cheap ~$3) so I have three of them but you only need one to program as many Pro Minis as you like. And for communication I use a "USB to TTL UART" (based on the "CP2102" chip which works with Linux, Windows and Mac) they are also super cheap (about $2) and you connect it to the serial pins on your Pro Mini.
(Just search ebay for the terms I put in quotes and you will find many of them at low prices, they ship from china so it will take about a month to get to you which is why I ordered more than I need for future projects, or for a little extra you might find local sellers with same products)