I have multiple hardware based MIDI devices.  My main interface has multiple audio inputs (16 mono or 8 stereo inputs) but only 1 MIDI in and 1 MIDI out.
 
My Yamaha MOTIF 6 can use USB MIDI and my Roland Fantom XR rack can use MIDI USB so those 2 devices I can use up USB ports for.
 
but I have a lot of other MIDI devices.  I picked up a M-Audio MIDI Port 4x4 box - 4 MIDI ins, 4 MIDI outs but even this isn't enough for my 8+ MIDI devices.
 
Right now I have to switch out MIDI devices - record midi, record audio, switch box out of setup and put another device in the setup then record that one - it's extremely inefficient.
 
MOTU still sells a MOTU MIDI Express XT (8 MIDI ins / 8 MIDI outs).
 
How are others doing large MIDI setups?  what other boxes are available out there? 
 
anybody have any advice?

You can daisy chain a few modules together. Use short cables. Three or four modules daisy chained is ok. I have a lot of MIDI gear and use a combination of things. I have 4 midi ports + old Roland Midi input and output selector boxes, plus a few modules daisy chained on top of that....and a MIDI merge box in there as well. I've had the same basic setup for several years. (it just grows larger every so often) Never any issues with it.    

Couple of my devices have MIDI THRU ports, but not all of um. so chaining will only go so far.

Something like my old Roland MPU-105 Midi Input Selector is what you need then to feed a bunch of midi modules. It has one in and five outs, which eliminates daisy chaining. That takes care of 5 modules. Hard to find anything new like that these days, but I know of one made by Midi Solutions. "T8". It has one midi in and 8 midi outs. They have the same thing in the opposite configuration as well, plus a few other handy midi boxes.    www.midisolutions.com
 

Roland still do it I think here:
 
http://www.roland.com/products/en/UM-880/
 
Do not daisy chain, it is a slack way of doing it. Put every synth you can on its own midi port then you will get the best timing possible.

I use a Motu 8x8. I bought it new, plugged it in and I've never had an issue. Very straightforward and simple to manage multiple MIDI devices within Sonar X3.

I think the MOTU 8x8 XT is probably the best cheapest solution.
 
Thanks for all the links.  I'll shop around.  I had not seen some of these options or solutions.

Other than daisy chaining as others suggested, I use a MOTU Midi Express XT.  That way I can leave 4 midi rack synths and my controller always hooked up.  You can find some great prices on these on eBay.  Be sure to get one of the newer ones marked "USB- MacIntosh-Windows Compatible".  If I remember correctly, there was an update to some of the older units that weren't marked this way, but that update is no longer available forcing you to buy the newer units.

List your MIDI sources, MIDI recievers, diagram your frequent setups, and any setups where Merge is required, then you can use what's available, or acquire thru Ebay. MIDI multiplexes are one of the few instances where I'm comfortable with used gear on the cheap.
 
I use a pair of Midisport 4x4s and a Midiman 3x8 and rarely have to repatch. I wired one deliberate loop into the system, and so far, it hasn't bit me. In general multiplexed multiplexes are trouble waiting to happen.

I use a Frontier Design Sierra, which is an 8x8 MIDI interface, but that is no where near enough! I've tried a lot of different solutions, and several MIDI patchbays. For me the best solution is a JLCooper Synapse and a pair of JLCooper MSB1620s - each is a 16 in x 20 out MIDI patchbay that can be managed via MIDI. I have different "patches" that let me talk to each synth or effect for editing, and then a handful of patches for driving the synths (and controlling the effects.) I also have a Digital Music Corp MX-8 which I use to manage my controllers.

I'm in the process of slimming the whole thing down - or at least that is the goal... but then I play something through one of the synths and decide I need to keep it "just a little bit longer"<G>!

If I were in your shoes I'd get an 8x8 USB to MIDI interface (I like the M-Audio and MOTU devices) and one or more MIDI patchbays. Syco Systems used to build monstrously large patchbays, but other than that the largest that I am aware of are 16x20.

Depending on just how many devices you have you could also consider a handful of through boxes.

There are lots of possibilities!
(just looked and there are several MIDI Patchbays listed on eBay right now.)