Hi Bruno,
Well, I guess the answer is that I want to do both, for these reasons:
1 - If I can generate a good MIDI file then I can share it with many different keyboards.
2 - If I can also generate a good composer then I can convert it to a 'playable format' for many different keyboards.
Personally, I use Customs extensively but Composers are easier to convert (using Styleworks), so that other Technics keyboards can play them.
The purpose is to share the Styles (Composers) with visitors to my websites in a format suitable for many different Technics keyboards. It would also be nice to have MIDI files for users of other brands, however, I've heard that there can be incompatibilities when outputting MIDI files from Technics, this is another reason for asking what are the best settings for doing that, in people's experience.
I often use the method you mention to put an entire song in Composer format. MIDIs are good but they don't let you repeat a verse or chorus in real time whereas Composers let you do that.
Many thanks,
Mike