One of my guitars has been equipped with a midi pickup - I use the Roland
GT-10 interface...
It works surprisingly well, but tracking isn't as fast as on a keyboard. I'm not a keyboard player as such (but I play one on TV!

), but I;ve always found that there are samples that are difficult to emulate the playing style on due to the fact that a keyboard's interface is so unlike the original instrument.
For example, a can't do a convincing horn or brass sound (ie, trying to replicate the expression of how the instrument is played) via keyboard, but via the guitar interface, I have much more control over the expression. The end result are samples that ending up sounding more like the actual instruments.
Another example, using a midi wind controller would allow an even closer approximation of the wind instrument interface, since it is designed to be as such.
It's all about 1) finding the midi controller that's easiest and most comfortable for you, and 2) if you have a choice of controllers, use the one that best lets you articulate the expression of the samples originating instrument.
Bruce