If you're coming in from out of state, definitely take the review course. I honestly don't think you'd be able to pass the compounding portion without it.
The comprehensive law CE is a separate course, focusing on the MPJE portion of the licensing exam. It also is worth it if you're unfamiliar with NYS law (there are a lot of weird idiosyncracies, so I would also recommend taking it). It's a two-day crash course that covers all the pertinent federal and state laws, offered by our law professor (it's been going on for over a decade now and is very well-received).
I'm not sure of the costs; I think they're each a few hundred bucks. The UB website or front office will be able to tell you for sure.