I want to be able to control the Mid CC 1 (modulation) and CC 11 (Expression) events simaltaneously, but this does not seem possible on the mido keyboard I am using (Yamaha Motif XS 7).
 
For example, if I have an orchestral string patch, and I record the basic chords into Sonar X3, then as it plays back I want to adjust (eg, via 2 sliders next to each other) the CC1 and CC11 at the same time.    Is this kind of thing basic and normal on any dedicated midi controller (eg like a M-Audio Oxygen), or is something external required.
 
Just for the record, the Modwhell in the Yamaha Motif can handle the CC1 modulation fine, but though there are various other sliders available, they appear not to be assignable to Midi CC data ...

I've seen orchestral creators use breath controllers for expression. There are, IIRC, some YouTube videos showing the technique. I've never tried it because I lack sufficient coordination to do three things at once. (I can't dance or play the drums, either. Although I am pretty adept at working the pitch and mod wheels simultaneously so maybe it's pull-off-able.)
 

I was meaning something like in this video.   (This is quite an interesting video to see how a pro gets a whole track done in 10 minutes ;-))    The simaltaneous use of the midi controllors is at 44 seconds in ... he uses a seperate midi controllor, I since found out was a Evolution UC33e MIDI Control Surface).
 
https://www.youtube.com/watch?v=CvQBpoh1N6I

I think you can assign expression events to a foot pedal if you have one. Isn't that easier than using a slider? 

I've just started using Xotopad for exactly that purpose. It lets you control 2 parameters at the same time using a touch screen or mouse:
http://forum.cakewalk.com/XotoPad-Anyone-m3114193.aspx