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You can buy plants in pots, bunches and with naked roots depending on where you buy them from. I prefer to buy potted plants for certain varieties because you know what you are getting...usually the roots are in better condition than with bunched plants which tend to be clippings.
I remove any plants from pots and plant them in substrate for my tank which has substrate. But when I kept a tank with a sand substrate I left the plants in pots and changed the base root stuffing with small rocks. This was to weigh down the plants so that they would stay in the sand better, but one can use many different strategies for that.