The Casio PX-5S has all the things you asked, except for the onboard speakers. I own one and can testify that its action is excellent, the piano sounds are very good and... it's super light!
Plus, it has a lot of support: you can download new sounds for free on this site:
Casio Music Forums
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Korg Kronos 61 and PA3X-Pro76, Roland G-70, BK7-m and Integra 7, Casio PX-5S, Fender Stratocaster with Fralin pickups, Fender Stratocaster with Kinman pickups, vintage Gibson SG standard.