One of the best apps I have seen that deals with auditioning and playing midi loops is ACID Pro 4/5. It uses the exact same paradigm for using audio loops.
You use the same Loop Explorer to audition both midi & audio loops, drag & drop to the timeline and then roll them out (paint), with the pencil or paint tool.
It is easy, quick & seamless. It just takes too long to audtion midi loops in SONAR. In the amount of time it would take to audition one midi loop, during live playback, in SONAR, I could already have gone through scores of midi loops, directly from the Loop Explorer, in complete tempo sync, in ACID. What is nice now, is that with the new ACID 5 Pro version, you can now rewire ACID to SONAR and use it's superior loop explorer & media manager to find, audition and use any loop (audio or midi), in a matter of seconds, while synced to SONAR. Works like a charm.