I am in a similar situation. I use Sonar and/or Ableton Live to control my light show when my band performs. We are an electronic/pop duo. I currently have an NSI MLC128R and am very unhappy with it. It's incredibly un-user friendly and the MIDI implementation isn't up to par.
I think what would be best, if it exists, would be the ability to trigger scenes from any MIDI command, not just the 128 note messages and be able to program in fades to sync to MTC or some other sync options.
Even with the limitations you listed here, I am still thinking of getting MyDMX because of how simple it is to program. After the annoyance I've had with my MCL128R, I can't imagine a hardware board being user friendly. I'm thinking I can just program scenes with chases and can use CC for controlling faders and such.
I'm still looking for a better solution though.