One major thesis of MSL/Curiosity is that sample return missions are hard. Taking a jaunt over to Mars, collecting samples from various locations, then shipping them all back to Earth is not something we can accomplish right now - so Curiosity has been designed as the next best thing.
Take a look at the instruments section of that Wikipedia article. Curiosity is crammed with every sensor and analysis tool they could possibly fit.
http://en.wikipedia.org/wiki/Mars_Science_Laboratory#Instrum...