I think the Atelier is GS compatible, isn't it? It ought to sound pretty good... What kind of music do you want files of?
Lot's of MIDI file sources on the web ( musicrobot.com is one of the better) but they vary a lot in quality. Tune1000 is a good source of high-(ish
) quality SMFs. All GS compatible.
Should you chose the arranger route, I can't recommend Roland's too highly. They have by FAR the best onboard MIDI file editing tools of any arranger. Simple, easy to use, powerful... They can turn a ho-hum web MIDI file into something great sounding in a fraction of the time of anything else, and have a full featured sequencer for fixing those tiny things that the Easy edit mode can't get.
An E60 would fit the bill quite nicely.
But stay on the Atelier to play them, I would seriously suggest using a nice simple sequencer (Cubase LE/SE or Logic Express if you are a Mac guy) to edit the files. Simple stuff, mostly... Mute out Parts you don't want, transpose the odd weird drum note, turn up the bass but lose it's reverb. That sort of thing...
You are not going to like how un-Standardized most Standard Midi Files are!