I just got hooked myself, i just spent a whole week looking into this subject, and found prices from free to $1700. the sequencer that i am using is the Cake walk Home Studio 2 which i just
found out, came with a nice synth (Roland >Virtual Sound Canvas). Korg is another great company that makes pro soft synths. There are several.

I haven't used these things so I am just giving you some links, but the Edirol Orchestral has not only piano but strings, woodwinds, brass etc. for the price of "the grand".

Mp3s on the site for you to listen to.

http://www.edirol.com/products/info/hq_orchestral.html

While The Grand is nice sounding no doubt about it, there is also a free piano that is quite good. It’s called Splendid Grand and is a 136MB Soundfont that can be played with the free Soundfont player rgc:Audio SFZ.

The Splendid Grand was originally produced by Akai to use with it's hardware based samplers S5000-S6000. Eventually, Akai made the sampler presets freely available for download and someone put them into a Soundfont bank. The samples were based on a Steinway D concert Grand. Google for “Splendid Grand Soundfont” and you’ll get lots of hits.

There is a 72MB and 136MB version. While this cannot compare with the 1.3GB of sample data that comes with The Grand, it is still a quite convincing sample. (and you can’t beat the price!)

BTW, if you’re into MIDI, don’t overlook the 1000’s of free Soundfonts available on the Internet. Start at: SynthZone. (I spent a week there one night) ;-)

~jr