I have used the interal harmonizers for several years now. First one was in the PSR8000, then the X1, then the 9000, then the PA80 and now the 2000. They save a lot of time and money and sound fine. Are the external ones better? Certainly, but to me, not enough difference as related to the trouble and expense. I have paid more for external harmonizers then I paid for my PSR2000!
It's important not to overuse them. The only one I had a problem with was the PA80. It was very incomplete.
I think you would be making a mistake to try to get any of them to keep you on key. They correct only very slightly. You can learn to sing by doing it . . . a lot. Listen to your voice and treat it like you would a lead instrument. I first started singing because the singer didn't show up and I wanted to get paid. I "taught" myself by playing the melody with the right hand and singing it at the same time. You must learn what notes are comfortable for you to sing and which are out of your range. Record and critique yourself as often as possible. Listen to what sounds good and what doesn't. You can use midi-with-lyrics songs to help you with timing and phrasing. Today's keyboards have many helpful tools for learning, and, you are right, singing will very valuable to you as an entertainer.
DonM