Squeak hit it right on. When I'm with a SMF, my left hand stays with the wheels during sax and guitar solos. Even when I'm playing in arranger mode, for those instrumentals I use the wheels... and yes, I have a VERY busy left hand, but for me, it's worth it for the sound I can get. IMO, getting a great sax or guitar is one of the top AK benefits.

Start listening closely. Any time you're really impressed by a keyboard sax solo, and you're not sure if it might not be a real sax, you can be sure there was a lot of wheel or joystick action. As squeak and dnj said, it does take lots of practice to get it right.