I along with most folks here have done this for many years and that combination works very well. Currently I play over both midi and wav files. Rendering midi to wav lets me use my own sound banks (Dimension Pro, Ultimate Sounbank, Hypersonic and more) to find the best sound for that song. For this I use a programme called Onstage Performer http://www.playwareinnovations.com/
and it lets you add lyrics and songparts in a heartbeat, and it is just a wonderful peace of software for the performing musician.
For pure midifiles (XG)I use the Tyros still.

[This message has been edited by royandreno (edited 12-20-2005).]