There is a seperate install of the market window, if you prefer that, but the some of the other pieces may not work correctly without the XP bar.
The XP bar contains the code for the class detection that is used by a number of the other UI pieces.
You will probably run into problems with the Group/Raid windows if you want to use the click-to-cure or the quick cast buttons.
There are other dependencies but I don't remember them all off the top of my head.
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