I’m agnostic with respect to OSC and MIDI. I’d certainly use OSC to communicate with say Max, but there are a huge number of cool softsynths (and hardware ones) that are only MIDI and others (like Reaktor) where you can do with MIDI pretty much anything you can do with OSC. On a Mac routing MIDI is easy even over a network. Windows is not quite so easy but there are increasingly good options. The resolution of MIDI and bandwidth aren’t as good as for OSC but it most cases it doesn’t matter anyway.
Here’s an example I just uploaded just a few hours ago. The superb Zebra semi-modular softsynth is hosted in Ableton Live and controlled through MIDI (no need for Max for Live).