Hi Ron
A GM (General Midi) file will play correctly on any keyboard that complies to the GM standard, (I don�t think there is a keyboard made that doesn�t support it these days) however manufactures tend to put their GM voices at the bottom of the pile for quality so in most cases you will need to change them no matter what board you have.
On any keyboard there are more than GM sounds, and if you use these additional voices then the Midi file will only sound correct on the instrument (Or range) it was made on.
It is best to try some of your Midi files on different boards to see what suits.
If you have a laptop you could use a VST that complies with the GM standard such as
Goliath to get the best out of GM files.
Hope this helps
Bill