I don't know of any synths that have a built-in sampler that are not workstation synths (I take that "workstation" synth = on-board sequencer), but maybe there is an Ensoniq synth or other with which I'm not familiar. For sampling, realtime control, lots of sounds, and a disk drive, there's Emu E-synth, Korg Triton, and Kurzweil K2x00S series. I know the Triton has an arpeggiator (two of them!), but don't know about the Emu and Kurzweil (K2000 does not; K2500/2600 may). There are advantages to each, I suppose. The Triton is easy to use and has plenty of ROM sounds (though they get a bit redundant for my tastes). The K2000S has only <200 ROM programs/sounds, but you can mount a hard drive in it and have quick access to any sound you want (and have sampled and/or loaded into the HD), plus you've got tons of room for user-created programs. The E-synth keyboards that are around today contain the "old" Emulator Operating System, unless I'm mistaken (but I've never used one so I don't know if this matters much). I own a K2000RS and once owned a Triton, by the way.
Also, if you're going to be doing a lot of performing, be sure to really audition the keyboards...they each have their own feel. The Triton and K2500/2600s are available in 88-key versions, but I don't think the Emu is.
[This message has been edited by Wilkes (edited 04-02-2000).]