Most stage keyboardists I know use dedicated VST players such a Muse Receptor or something similar.
VST's have never interested me for "live" performing, especially with an arranger, although, now that I have more studio and home playing time, I may find them useful, especially in recording.
Still, the Tyros4 does an admirable job for my needs.
Ian
Muse receptor is one of those things that removes the hassle from using VSTs..
Once you created a new sound, just save it in your muse playing list... and it works just like any other module on stage, send midi program changes and use that most awesome piano...
it just takes loads of times to set up....