I'm all for DannyDee's suggestion.
However, to the topic. I might have a solution for you. It's called Band in a Box. BiaB handles MIDI files easily and once they've been converted over to BiaB format, there's a lot that can be done with them. Plus, BiaB comes with another, entirely different program called Real Band, which is a full-fledged DAW, intended primarily for working with audio files -- but it can handle MIDI as well as BiaB native files. You can use VSTs, VSTis, DXes, and DXis with both BiaB and RealBand. It has one limitation in this regard -- only 32-bit plug-ins are recognized, but the inexpensive jbridge utility can handle the 64-bit to 32-bit conversion for you. BiaB is an incredibly flexible piece of software and, perhaps best of all, it isn't all that expensive, especially when compared to what your average, full-featured DAW costs these days.
If you've never heard of or used BiaB (but I'll bet you have), you can find out more at pgmusic.com.
I've been a Band in a Box user for almost 20 years. One of its most useful features is being able to use it as backing tracks. There are thousands of BiaB-format tunes out on the Internet, so generally it isn't that hard finding a specific tune, especially if it's become something of a classic.
I use BiaB as an indispensable part of my writing routine. It's chord-based interface can be switched quickly over to either a notation window or piano roll, but the chord-based interface is a wonderful tool for setting up and refining your basic chord progression. Auditioning styles is easy to do and, once you've picked one, you can then begin to refine your instrument choices and melody, etc.
In recent months, I have used BiaB to assist me in authoring over thirty tunes and now I'm in the process of giving them a final polish in Sonar. The only drawbacks I've run into so far is many of BiaB's files contain "RealTrack" instrumentation, which are actually audio tracks. If I want to convert one of these files to MIDI so I can bring it into Sonar, BiaB will not always translate the file over completely. Often it's missing instruments that were set up as RealTracks. The work-around to this is a choice: either I can finalize the tune in BiaB, eventually saving it as a 44.1k/16-bit .wav -- or if I want, an mp3 -- or I can bring it into RealBand, which is a DAW that can read the BiaB RealTracks, and finalize the mix there.
I've also taken tunes that I've composed using Sonar and have been able to add instrumentation to them that I generated in BiaB, then exported over to Cakewalk as MIDI.
PG Music's forums are every bit as active as Cakewalk's -- if not more so -- and there are a lot of talented and knowledgeable users there who can help you if you get stuck or encounter a problem. Many of them, I've found, are also Sonar users.