I nearly always add keyswitches manually via the PRV. I'm just not coordinated enough to play them in real time. As a piano player, my left hand is indelibly pre-programmed to play along with the right hand. It refuses to hit a C# when the right hand is in C. So my routine is to record the notes and subsequently add the articulations with a mouse.
If there are a lot of switches, e.g. high-end string libraries, I'll put them into a separate MIDI track rather than cluttering up the main melodic track with keyswitches.
Even when entering via the PRV, keyswitches at the far end of the keyboad are still a hassle because it's often impossible to display them and the main melody simultaneously without scrolling the PRV.
My solution is to place keyswitches in a separate track and transpose them up 1 to 3 octaves. This lets me show them alongside the notes in the PRV (in a different color, of course) for precise positioning.
This is especially helpful when you're articulating violins, violas, cellos and basses. For that I'll place the keyswitches for each in 4 separate tracks in 4 different colors, transposed such that my bass keyswitches appear on the bottom, cellos above them, then violas and finally violins at the top. That arrangement lets me work on any combination of voices and keyswitches without getting confused.