When playing back midi files on most keyboards you can easily mute tracks to give yourself some space to play in, although personally I've always edited the files beforehand to do this so I don't have to mess about during the performance.

I have to agree that most free midi files on the web are rather poor quality although they can give you a start point. Commercial files are usually hugely better.

Almost all midi files I've downloaded, commercial or not, have IMHO benefited greatly from some personal re-voice / remix / effects tweaking to suit my own kit.