You're right. MODX is completely flexible, which means you can put any template into it, code it from scratch, or anything in between.
If you want to use a template, go ahead. If the coding part has you wary, just pick one from wherever and use it. MODX doesn't care. Well, you can't just install a WordPress template, but you could theoretically grab the css, html, and js from one and make it work (don't tho... just get the html version if there is one).
The beauty of MODX is, you CAN do this. It doesn't exactly take advantage of the power of MODX, but you can, in theory, simply place your page's template code into a MODX template, assign the template to a resource (page), and it'll display it. What we try to do is create templates that can be used across multiple resources and then tell MODX exactly what to display, and what not to display on the various pages. Effectively building what you're used to with Joomla which is a template (or templates) that is then highly customizable for the developer and end user.
There are plenty tutorials and videos out there about building sites in MODX, as well as a few base templates available in Package Management for you to install and learn with. I like the Flexibility package, as it does have quite a few bits that leverage the power of MODX pre-packaged and installed for you. The videos at
http://designfromwithin.com are also extremely helpful and provide for some ahh ha! moments.
Some other great resources are:
http://codingpad.maryspad.com/
http://bobsguides.com/
http://sottwell.com/
http://modxpo.eu/2012/video
While MODX may seem difficult at first, it's really just way too much fun once you realize how the limits that make you crazy with other CMS simply don't exist. Enjoy!