Hey Markus.
We both sing (lead or backing) through the mixing desk and simply try to "back each other up" and harmonise as much as we can.
My wife is one of those people who can harmonise straight away with anything and frequently changes her parts mid song (even mid line) to give the impression it's more than one person backing - this is tough of course and we don't sound like twenty people, but you'd be surprised how, with a little ingenuity, you can give the general impression of more than 2 voices at times.
So to answer your question we don't go through the keyboard harmoniser for 2 reasons.
1. I still use my Roland VA-7 (will update soon!) and it doesn't have a realtime vocal eefects harmoniser unit.
2. Even if I DID have a keyboard with it I wouldn't use it because we enjoy the "challenge" of trying to sound more than we are, and, quite frankly, the ones I've heard sound REALLY AWFUL and "synthy" still.
Incidentally we play 95% of our stuff using SMF's either programmed by myself or at least heavily tweaked, edited etc because the audiences these days I've found want the "just like the record" sound, (I mean we do the Black Eyed Peas for example!)
As I've said elsewhere, I think there's quite an art to playing with SMFs to reproduce the sound of the artist you're portraying.
We're singers first, I should point out, and instrumentalists second (my wife plays Elecric Guitar) and it seems that many people on this board are perhaps the opposite of this.
When I use the arranger, it's mainly for Old Time Dancing (Pride of Erins, Gypsy Taps, Quick Steps, Barn Dances etc etc)and that's fun and, frankly, a lot easier than having to keep to the SMF arrangement.
In a funny way, I find using the arranger the "easy way out" in regards to the fact that you can play what you want when you want.
Both ways are good!