I have a hard case made by SKB of Orange, CA. Yes it adds some weight, but it has a couple of built-in wheels. The interior, while it has no plush lining a la guitar hard cases, does come with a number of interlocking stiff foam blocks which can be built around your keyboard to ensure its snug fit within the case.

I took my Korg to England last Christmas and my keyboard, the case too for that matter, came out unscathed after the usual bashing around that cargo receives from air travel. I certainly wouldn't have risked such a trip with a soft case.