Starkeeper, usually you add the effects within the host (forte, Cubase, Sonar, etc.). Soundfonts have these built in and can be turned on by a VST such as LiveSynth Pro. The built in effects for soundfonts are only of moderate quality. Other VST have better effects included (NI Kontakt). The higher quality reverbs are very demanding on your CPU power. So again it will be a balance of quality vs costs.