Not a pro by any means, but people dry hop in the keg, which is FILLED with CO2, to give ultra-fresh hoppage to a beer.
And your "(when) fermentation is done" statement is an ALE generalization (fermentation is complete when the hydrometer sings). Lagers, take longer etc.
Anyway--re: the use of loose leaf vs pellets vs sack / no sack: my two cents is---
Pellets work great for bittering the boil, leaf is great for dry-hopping, and if you believe the 'more surface area' readings and calculations, dropping them in totally loose provides more surface area contact for the good oils and acids to release. Sure, you have to be wary of your racking/bottling/keg dispensing (if you're in a keg, use the sack or wrap tube in cheesecloth, etc.).
If you put the hops in a bag for dry-hopping, some guys have been known to use (sanitized of course) marbles, etc. to weight it down and keep that bag loose if you want to ever be able to pull it out again when they plump up from the liquid.
have fun! dry hopping is aweeeeesome if you like hops!