This is how I have my setup. I have two computers running audio/midi only applications. A Win 98SE desktop running Cakewalk Sonar and a Win XP laptop running soft synths and samplers (I am currently using it for Kontakt and FM7).

For harware synths I have a Motif 7, PA80, Roland XV5050 and Roland MBD-1. All of this is connected to the machine with Sonar, including the laptop running soft synths. The audio outs for these machines are connected to Yamaha 01V, (I like to use hardware mixers) connected to an external CD burner for mix downs.

I control and record all the midi and audio using Sonar. All the instruments can be selected through Sonar so I don't even have to do any sequencing in Motif or PA. This also gives me a great flexibility to change soft synths on the laptop without affecting my other setup. I just install another synth on my laptop and assign midi channels to it. Sonar treats it as an external hardware synth. This setup works out perfectly for me.

I was looking for the same variety in sounds that you mentioned. With this setup, I can just select any sound from any synth in my setup.