I've used the Korg PA80, Roland VA-7 and Roland EM2000.

When searching for midi files on the EM2000 you can search while one is playing. You can also search by entering the name or letters.
Also you can name the file with more than 8 characters so if there are differnet versions or keys you can instantly pick them up.

The VA-7 kinda has the same features, but the naming seems to be cut off on the display so even if you do name it long it won't show.

The PA80 doesn't seem to have any kind of find or search, other than scrolling.

I was wondering how the Yamaha and Solton do it.

Hello !
The SD1 will allow you store midi files on the hard drive . You can go to song play and have access to any folder you create for midi files on the hard drive . You have a feature called Juke Box . This allows you to play the song and scroll to next song and press the function button that corresponds to " next play " . Easy ! Very Easy !
Now ....you also have a dedicated folder called demo & hit . This folder allows you to have 999 midi sequences available for playback with in 2 seconds ......The SD1 also allows you to mute all parts except for drums and bass INSTANTLY ! This is very effective ....... That's it ...... Dan O

The 9000 (along with others too) allows you to write a sequence into a registration, or performance set up. That way - you can call up any song WITH it's apropriate keyboard setting with the touch of a dedicated, NAMED button. eg:
REG A13=Sweet caroline...(bump, bump, bump!)