It just depends upon your preference. Regardless of which kind of action you prefer, both have ways of implementing Note Velocity, Channel Pressure, and Aftertouch, and that is what's really important. It won't make you any less or better a keyboardist. It's good to have a Pitch Wheel and a Modulation wheel on the unit. Some units have levers instead of wheels, which is fine.
Some people even prefer gripping levers rather than wheels.
This also is acceptable. Again, some people prefer this. So, the keyboard only needs to broadcast upon one MIDI channel at a time. Virtually every keyboard nowadays allows you to set its MIDI channel to one of the possible 16. Also, you don't need any built-in sounds in the keyboard controller.