Well, I've used PC sequencers many times before. However, when I got my first XP50 and now XP60, I use my Roland exclusively for sequencing. It's one of the most powerful workstation sequencers out there.
Don't get me wrong, we don't have some of the luxuries that PC users would have. An example would be a larger screen, naming of sequenced tracks and larger resolution. However, I'm startgin to like it more and more when I can do everything from one area. I like having a board that can take care of everything.
A lot of people scoff at the 96ppq resolution, but it has never really bothered me as I have created complex pieces with the XP60.
To answer the question, my fully expanded XP controls my Roland SC880, VS840 and SP202. I have my Roland Octapad hooked up to My XP60 to play the drum kit sounds live as I hate using my fingers to drum program (although I do it pretty well if I say so myself).
The only thing the XPs can't do is sample or import samples like other synths in the same price range. This use to bother me, but then again the ROM cards provide a great number of sounds. The Hip-Hop board is excellent, it has a number of sounds and is good for more than Hip-Hop.
The Infamous EPU.