I got to tell you this is a subject that frustrates me to no end. I have been looking for what you seek for a looong time and can't find a solution in my price/performance range. I have tried
the roland gr-30 and 33 and am hugely dissappointed, especially in the new 33. First, the sounds on the 33 are terribly dated and really not that musical. There a a bunch of sound effects which sound cool in the store but grow old quick and are really one trick ponies. The strings are terrible, as are the drums and pianos. I have to say that the basses really impressed me, especially the stand-up bass patch. These were the only sounds which I thought were usable. Also, the tracking was terrible, it could have been a bad set up but the horrible sounds made me not care. Even if it tracked perfectly I wouldn't invest in it.
The thing that upsets me is that you go to the keyboard section of a store the modules sound great - from a $500 sampler on up to the really expensive modules. You could I guess buy a roland synth and use it to control another module but I hear that the tracking to external modules is not as good as internal patches (the store did not have it set up with a module so i couldn't hear for myself.
Other options include the Axon interface (with or w/o internal sounds). I have heard/read that this is tracks great and controls other modules very well. I do hear though that it could be problematic to set up at first, and has a not so good manual. It usually runs in the $1000-1200 price range.
Another option I have tried out is the MIDIAXE system - this has a conveter and midi i/o built into the guitar and uses regular 5-din midi cables. I had a chance to try this with a few different modules and it tracked extremely well and was very plug and play. The only reason I have not gone this route is that the MIDIAXE system is available only on Parker MidiFly Guitars and Brian Moore guitars - not for installation. The Parker runs $1800-$2500. I really need another guitar like a hole in head. I didn't like the way the Parker sounded or felt and couldn't justify that investment for a guitar I didn't love. Also, aesthetically I don't love Brian Moores. There are one or 2 models I like and would buy if I could find them and play them - they are in the $1000-1700 price range would be a bit more palatable.
There is an e-group on the topic at
http://www.egroups.com - i don't know the exact url but there is a link to it from the
http://www.bmcguitars.com site.
Hope this helps.