Don't Macbook Pros have Thunderbolt ports? If so, then you don't need all that crap; just get a Thunderbolt docking station. It'll have all the ports you want in a single box, which plugs in with a single cable (which also carries power). My Dell laptop has this, and it works fantastically.
Of course, it still sucks not to have HDMI or full-sized USB on the laptop itself for when you're not at your desk, and that's a great reason not to buy a Mac in the first place, but I'm assuming you were stuck with that POS by your employer. My Dell has HDMI, 2xUSB3.0, and a headphone jack all on the computer, and still manages to be quite thin and light. (No, there's no wired ethernet or DisplayPort, but you don't really need those on a laptop outside the docking station.)