I think you can intermingle DarkGDK and DirectX9 at this point - though - You need a pretty good understanding of both I would imagine to get them "working together" nicely (So it actually benefits you)
Obviously DarkGDK is a "Wrapper" for DirectX9 - so above might read funny - but I thinnk you may understand what I mean.
Personally - I stay in the DarkGDK "World" because I'm HOPING as DirectX progresses - and DarkGDK follows Suit (DirectX 10) - that my code will still run reasonably "intact". Intermixxing - get's me to lower level stuff - that may or may not be supported - I guess you NEVER know either way - for each product - but my chips are on GDK because TGC have been pretty good about keeping stuff MOSTLY the same from "Package to Package".
(Though Advanced Terrains in GDK not being regular Objects like in DBPro stinks like CRAZY---otherwise I'm pretty content!)
P.S. About External Lib's like PhysX etc - OH YEAH - That's why I bought GDK versus the .Net - Easier - tighter - more compatible integration with other C++ libs.
Generally speaking - the REALLY cool game stuff (addons/third party) - are written in C++.