I think bill5 is asking about using a keyboard-with-sounds as a MIDI controller as an alternative to using a dedicated soundless MIDI controller, whereas replies are dealing with an entirely different question (using hardware sounds v.s software sounds). So to address what I think bill is asking about...
Soundless MIDI controllers vary in their capabilities enormously, as do the MIDI controller capabilities of boards-with-sounds. You can also get MIDI control surfaces that can be used with your choice of keyboard, if you'd like certain controls that your keyboard of choice doesn't have (e.g. dedicated DAW transport control buttons if you want them--which, again, not all soundless MIDI controllers have either).
For things like like programmable knobs/buttons/sliders, the difference is that you can generally just look at a soundless controller and know whether or not it has them; whereas on a keyboard-with-sounds, it's not as simple as "you see them or you don't," because it's possible that you can see lots of controls, but they may not all be programmable, or even easily mappable on the receiving end (e.g. some may send sysex rather than CC). So then it comes down to which keyboards you're looking at. Which gets back to your question about which do and do not work well. Which then depends on just what you want to do. (Which is a question you need to ask when looking at soundless MIDI controllers as well.)
What price range would you expect to be looking in?
Broadly speaking, to start, Kurzweil K-series or PC-series are generally particularly good as MIDI controllers; and Roland Fantom series is good especially if you use Logic/Mainstage or Ableton Live, since they have special integration features for those DAWs (and I believe the new EX upgraded added Cubase and Studio One support)... the Fantoms work as generic MIDI controllers as well, they just have additional features designed to integrate with those specific environments. But even a little Yamaha CK61 makes for an above average MIDI controller.