I too burn thru them, at least one or two a night.
I saw a keyboardist/guitarist Sat. night. He played everything thru the PA and used in ear monitors. For his Strats he used a POD into the PA, the keys direct. The Strat had a horrible thin sound, I'm not sure I could deal with that!
Do you all find that going direct w/ the keys is good enough for you (besides those running into a rotary cab!)?