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.