I almost always use an external reverb on my gear. The reverb on the P6 is pretty good but generally I'm starting to run them through...
External FX are fine... the problem is that they are separate from the presets on a synth... sometimes I like the idear of just turning on a synth, and then having the reverb fit the chosen preset specifically... as in having been made as part of the preset itself... reverb completely change the atmosphere of any preset sound, in fact many sounds, if you remove it, sounds dull and boring... especially if you make ambient music.
When I need to use an external FX unit, I often end up using the same reverb on every track, simply because I forget to change the reverb parameters... if reverb was an integral part of a preset, every preset with reverb would have a reverb that was tailored to that particular sound... and that is why I wish more manufacturers would spend a little more time perfecting their FX engine algorithms... many usually sound metallic when it comes to reverbs, or thin and brittle.
It sometimes feel like manufacturers are thinking "they can just use external FX if they want better, we don't want to spend more time on this", and that is a shame because on many occasions I've felt that the FX section just sound like it's "broken" really... it seems to be the smaller niche manufacturers though... manufacturers like KORG, Yamaha, Roland etc. have perfected their FX over the years, and reuse them often... but companies like DSI and Waldorf still have mediocre FX in my opinion...