Fuseball,
I guess I'm following my instincts. Many moons ago when I was playing in bands, I functioned as the "sound guy" as well - which meant only that the mixer was to my right, so that I was generally responsible for the band's mix, getting rid of feedback, adding onboard reverb and EQ, and so on. So, my mentality is still that the mixer is part and parcel of the keyboard set up, and not some sort of unfortunate afterthought or complication to it.
I use the Lexicon MX300 only for reverb, but it provides it for all the instruments. So, naturally, I run it in the mixer from the Aux. send-return and adjust the depths channel-by-channel. It works exceptionally well this way and is trouble and hassle free. I use the Nanoverb 2 only for delay on the upper Prophet '08, so that's hooked up in between the instrument and the mixer. I intend to replace it with a second Lexicon, even though the Nanoverb works quite well, up to a certain depth; but it does start to hiss and distort a bit beyond a certain point.
My objective is always to keep my set up simple and direct, with minimal wires. Because it's entirely instrument-oriented, and because I don't use any sorts of drum machine, sequencers, computers, or other devices, I'm able to do this. But I'm also nearly forced to keep things simple, because I haven't a fraction of the techno-wizardry that you guys have!