They have cases that rack-mounted modules can slide into, when you have more than one rack module that you need to mount. If not, a keyboard stand, or anything that you feel is good, would work.
There can be delay. That used to be a problem some years ago. I haven't seen it with new equipment though. Some modules allow you to use USB for the midi connection, in that case, the data can tranfer faster, so you don't get any latency.
Also, not all controllers are alike, you a certain keyboard, Motif ES 6, for instance, may support things like AfterTouch while your module may not, in that case, you'd experience some functionality degredation, if you're used to using AfterTouch.