I don't do a whole lot with MIDI. But I have made multi-track SMFs by playing my Roland INTO a Yamaha PSR-S910. The BK-9 by itself is serviceable, but I liked the color screen on the Yamaha better.

I never really came to grips with any DAW. Along with hardware considerations, it seems like the focus is on audio clips. I make too many mistakes for that, I want to be able to edit every note, so I'm inclined to stick with MIDI sequencers.