I've got a DGX-650, but I'm primarily using it in non-arranger mode.
You've got two critiques of the DGX-650 which aren't exactly correct. First, it does have MIDI in/out capabilities, via a computer. If you're trying to get it to talk to a computer, that's easy. There's a USB plug on the back of the DGX-650 that can connect to a computer. The computer thinks that the connection is through MIDI cords, so that works fine right out of the box. On the other hand, if you want to connect the DGX-650 to another keyboard or sound module, you'll have to do a little more work. I haven't been able to find a cable that breaks out the USB plug on the back into a MIDI in and out connector. That doesn't mean they don't exist, just that my searching skills are low. But if you don't mind using a computer, connect the DGX-650 to the computer, then use a USB to MIDI cable from the computer to the other box you want to control. I'm not a fan of bringing computers on the road, but it shouldn't be an issue in a home studio. (I'm not sure you want to bring the DGX-650 on the road either. It's heavy and the wooden stand doesn't collapse that easily.)
Second, you can bring in user created styles into the DGX-650. You need to have saved them on a USB drive and then you can load them into the keyboard. However, there are a couple of caveats. First, the arranger settings for the DGX-650 are not as complex as on a full fledged arranger. You've got one intro, two mains, a fill, and an ending. A full fledged arranger has more options, and (probably) easier to get to. Additionally, from browsing the psrtutorial web site, it looks like creating styles in the Yamaha format is not for the weak willed. There's free software available, but it doesn't do much hand holding.
If you haven't purchased a keyboard yet AND the DGX-650 is the direction you're looking, you might want to hold off a little while. Yamaha has announced a DGX-660, which is a MINOR upgrade to the 650. A couple more sounds. A few more built in styles and reverbs. OK, a 50% increase in polyphony. That may be significant, depending on what you're playing. But if you don't need the additionally polyphony, three should be price drops on the DGX-650 soon.