I have a $10 rope halter. My friend whp I ride with has a 'Parelli' rope halter. They both work the same, look the same, and have been lasting the same. The only difference is a random piece of leather that says 'Parelli' on it. I think i'll stick with my $10 halter :]
OP, I want to say, you DON'T have to do these games to get/have these skills. I never really knew what Parelli was until I was a fairly experienced rider, and guess what? My horse and I already HAD all the skills the games teach. Moving off pressure, body language, etc. They were a part of my riding and handling with no games and no expensive gear in sight.
I daresay the games are a great tool for those new to horses, or those who need help interpreting their horses body language, etc. But don't let Parelli be you be all and end all. EVERY time I have met someone who ONLY practices Parelli, and shuns other methods/schools of thought, they have had huge issues with their horses, and their own interaction with their horses.
OP, it sounds like you are on the right track. Work with your horse in a way that feels comfortable and correct for YOU and YOUR horse, not what works for other people. You need to try things out, take what works, discard what doesn't, and make your own way. No two horses are the same, no two people are the same, and no program can work for 100% of horses or people.