That's the way I do it Dave. I have a favorite sound in each of the Programs that automatically comes up when I touch the Program Bank. So touch Piano, favorite Piano comes up, Touch Guitar, etc. I put any downloaded sounds or samples in Banks I don't use much, such as Lead Synth or Ethnic.
You can choose which sound of the Bank will come up when you select bank, and you have the option to instantly load last sound used, or just open the Bank and let you choose a sound. I also have it set to close automatically after selection.
It's a tossup whether this or the BK9 method is easier to call up, but the fact that the sounds can contain custom editing and effects tilts the scale toward the Korg in this regard. I haven't found a way to make the Favorites on the BK9 call up custom effects or edits. (But the BK9 factory defaults are quite good in most cases, whereas the Korg factory sounds seem to call for more help).