You can edit the waves of the the performance parts just as you'd edit in patch mode. Excluding fx. At least you can on the XP. Did you know you can hold perform down and press patch. Release at the same time. You will enter a mode where you can edit each tone of each part just as you would in patch mode.
Secondly, the xp units have two direct jacks as well; these are jacks that just produce dry signal. So, you can run a part, or however many parts, through these jacks and use outboard effects units on them. You don't need to do all effects from the synthe using these jacks.
Thirdly, I've never had the problem where adding an effect totally changes the whole composition. Some adjustments sure, but never to the extreme to where I totally have to rethink the composition. I think this comes with practice. The more you do, the more you will be able to imagine in advance how the addition of an effect will sound. Most professional studios I would say don't set about serious mixing while the recording process is going on.
Finally, you can change effects throughout the sequence. True, you can only have a reverb, a chorus, and an effect running, but say you wanta flanger on one instrument through part of a song. If this instrument doesn't play through the whole song, you can choose another effect for another instrument through the section of the song where the flanger isn't needed. If the flanger is needed through the whole song, it might be wise to route that instrument through the direct sends and use an outboard effects unit.