I did test with neogamma once. It worked, but only when the card was wbfs formatted.
Loading from sd is much slower than loading from usb.
There also is my poor man's sneek setup in the tutorial section.
> do I need a USB drive in order to use USB loaders?
No, some support SD or DVD too
> can I store all info without using USB drive?
> I only have SD card, can I just use that exlusivly for loader GX?
Yes you could
while I don't see a reason not to put other tools (eg a music/video player) on the SD card too
you don't have to if you don't want
> is there another loader that works exclusively with SD cards?
GX does not work exclusively with SD cards
The only loader that I'm aware of that works exclusively with SD cards is Dios Mios Light
Everything else (including GX) supports some other medium too