In my setup, each device has its own dedicated midi port. Needless to say it's an expensive solution, but it has a few advantages:
- in my daw I can rename each port with the name of the device, so I don't need to remember which output I need to use when I create a midi track (and I don't need to think about midi channels).
- there's no chain of midi through devices, so I can turn only what I actually want to play (I don't need to turn on things in the middle of a chain only to transmit the messages to a device down the chain).
- I can decide freely to which devices I'll send the midi clock. I usually send it to my TR-8S, but I don't usually send it to my synths (unless I want to use the internal arpeggiator / sequencer or sync their lfo or effects): if they were connected to the same port (and using midi through, of course), I would have to change the settings on the synths to ignore midi clock (each synth has its procedure, while in the daw it's the same for every device), while currently it's on "auto detect" on most of my gear.
- Dedicated midi ports, in theory, should provide tighter midi, because midi is a serial protocol, so the less going through a cable the better.
It has also a drawback: some software editors don't behave that well when there are a lot of physical midi ports (I'm looking at the SE-02 editor, which has difficulties with selecting the correct port past a certain number of midi ports)... but you need a lot of ports, I think more than 30... and it's a software specific issue, the daw doesn't complain.
If I were to use a midi through box (which eliminates the disadvantages of the soft through chains), I would save quite a bit of money. There are through boxes up to 25 outs as far as I know (but, in my opinion, that's designed mainly to distribute midi clock, given the maximum of 16 channels midi channels). Building a diy midi through box is easy and cheap and you can have as many outputs as you want.
An advantage of a through box is that it makes it easier to play a bunch of different devices from the same master keyboard: you just change the midi channel on the master keyboard and you play a different instrument; on a daw with different midi outputs, you need to change midi track or midi output. I have some midi interfaces that act also as routers, so I can do the midi channel workflow as well (when playing without a daw), but it required some funky routings and remappings.
Another possible advantage of a through box (or a through chain) is easier layering (maybe also slightly tighter?): set all the instruments to the same midi channel and you're ready to go. But it can be a disadvantage if you want to layer sequences on your daw and you want to keep all the instruments on their own channel, because then you would need to send through the same physical port the same data replicated on multiple midi channels. This is not a concern with dedicated midi ports.
In regards to multiple midi interfaces, I suggest to do a search before buying multiple of the same model. Some work well (for example MOTU... but those have a proprietary driver), while others - especially if they use the generic plug'n'play driver (which is a good thing for longevity) - may have limitations, for example you can have one model of each Miditech product (for example a 8x8 and a 4x4) on the same computer, but not two of the same model.
Various midi interfaces use the Ploytec platform, you can find more informations about them here:
https://www.usb-midi.com/