Keyboard / MIDI
Not that I particularly know anything about this, but it would seem that recording the MIDI data is preferable to recording audio from the keyboard.
If you record MIDI data:
When you play back you can change the voice any way you feel like. You can use synth voices from your soundcard. You can use soft synth voices. You can use some other external module (if you have one).
You can edit the data really easily. Velocity of individual notes, timing of notes, speed of piece, key, pitch of individual notes, whatever.
And, assuming the keyboard has a MIDI in (which I would think it would, since it's a synthesizer and not just a controller), you can later produce the same audio you're producing now by sending the MIDI data from the computer to the keyboard with it set to the same patch. So you don't really give anything up.