choose different types of instruments
Sounds like you're looking for a MIDI sequencer. Cakewalk used to be good some years ago but I haven't used it for a long time. Cubase also seems to be very popular.
There's also a list here:
http://en.wikipedia.org/wiki/Music_sequencer
But for MIDI to sound good you will have to have a good wavetable or some kind of MIDI synthesizer. You won't be happy with the Windows software wavetable.