Boy, does Wizards want you to buy the splatbooks.
This isn't necessarily a bad thing. I'm still looking forward to 4e, and I was probably going to buy a lot of those books anyway. Really, most of the people who care probably would have bought them anyway.
But technically, in 3.x, prestige classes were an alternate rule. You didn't have to use them, and DMs who didn't want to deal with them had rules text to back up that call. But in 4e, these paragon paths (which I do think are cool) are required.
And, according to that preview, there's only one for each class in the Player's Handbook.
Maybe there are more in the DMG. I kind of doubt it; now that they're required, it doesn't make much sense for a player build tool to be in the DM-only book. If you want more, you're going to have to buy more books, or a subscripition to D&D Insider.
The way these are pitched, they're integral to your character build and, particularly, concept. So if you want your cleric to be anything other than a "warpriest" -- say, a pacifist, or an oracle -- and to be mechanically differentiated by that role, you'll need more books.
Which, honestly, was sort of required by 3.x, too. If you want your character to be really unique, mechanically, the options in the core books probably wouldn't cut it. If you'd already played a standard cleric and wanted to do something a little different with your build, you'd need to buy more books. The people who care about that were probably going to buy those options books anyway.
But it's interesting that they're making it this explicit. Especially with all the talk on the interwebs about 4e just being a money grab.