Yes, the only way to get to the Gold Saucer once you have the Highwind is through the Ropeway. Then again, that's the only way to get there through the entire game, anyway, so what's the difference?

You can't get it back, like others have said. The last time you'll ever use it is traversing the countryside tracking down Aeris. Same with the Tiny Bronco: the last time you use that is going across the water to the City of the Ancients.

Once you escape the Whirlwind Maze and do all that stuff, you'll never see the buggy or the Tiny Bronco again. If you want to get to certain places, that's what the Highwind and Chocobo breeding are for.