Seconded. My daughter plays piano, and we have one of these. The YDP line of pianos from Yamaha are very good value, obviously not the same as a grand piano but very very good for a digital piano, and has midi out.
It has midi out and presents itself as a USB audio interface. So if you go into the menu on the YDP itself and turn off the local sound, you can connect it to your laptop via USB and play virtual instruments on it, with the audio going right back out to the YDP's speakers.
I thought that was super cool when I realized that.