Pence isn't needed. It appears that Trump can pardon himself. I wouldn't recommend pursuing charges resulting from his presidency once he is out. However he was a corrupt businessman already, so there are likely to be charges independent of the presidency. Those should continue to be pursued whether he's president or not.
I'd like to avoid anything that looks like political retribution. But being president shouldn't shield him from consequences of personal and business activities.
Democrats, if they win and if they're smart, will want to put Trump behind them so they can do useful things. Having NY State prosecute him probably wouldn't interfere, but Federal prosecution very well might. Democrats might reasonably be interesting in knowing various things that happened while he was president and shut down investigations, but it's not clear that it makes sense for them actually to pursue finding out.