I have the AX-09. The mp3 works well, but there's a significant amount of work to balance the instrument volume to the mp3/wave volume. All can be saved however on a stick.

The best way I found to implement it is to record my songs on the 800, save them as a song and play the right hand out front. That way, the AX can just dedicate itself to the sound volume.

It's a very nice sounding board, with nice organs, synths, pads and scat, as Fran mentioned, but the acoustic guitars and pianos are a bit thin (IMO). Not sure if I want to take time to develop it into my act, but know it would be special to move out into the crowd.
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Yamaha 920 / Yamaha Stagepas 100 BTRs / Senn e935 - LIVE
Roland RD 2000 / Tascam DP24sd / ATEM switcher - STUDIO