One common use for MIDI System Exclusive (SysEx) events is changing or controlling DSP effects. Here are a few articles about PSR/XG effects:
http://sandsoftwaresound.net/psrtyros-xg-effects/
http://sandsoftwaresound.net/xg-effects-system-mode/
http://sandsoftwaresound.net/wp-content/uploads/2014/05/Tyros2_effect_diagram.pdf
The following articles don't use SysEx, but might provide some useful background information:
http://sandsoftwaresound.net/psr-effects-electric-piano-1/
http://sandsoftwaresound.net/edit-save-psr-effects-2/
http://sandsoftwaresound.net/psr-effects-electric-piano-3/
http://sandsoftwaresound.net/copy-psr-effects-part-4/
It's a case of knowing what you want to do first before diving into SysEx messages themselves.
I keep a table of commonly used SysEx messages templates for selecting reverb type, chorus type, etc. (Example below) Only a few bytes in a message actually change in a reverb type message, such as the specific reverb effect to be used. Then it's a simple matter of plugging in the appropriate values into the templates.
The chart at the beginning of the MIDI Data Format section (Tyros2 Data List PDF, page 53) is a fast way to convert between decimal and hexadecimal. There are also on-line conversion calculators.
Hope this helps -- pj
F0 7E 7F 09 01 F7 GM Reset
F0 43 10 4C 00 00 7E 00 F7 XG System ON
F0 43 10 4C 02 01 00 01 25 F7 Reverb Type
F0 43 10 4C 02 01 20 42 08 F7 Chorus Type
F0 43 10 4C 02 01 2E 20 F7 Chorus Send To Reverb
F0 43 10 4C 02 01 40 16 00 F7 Variation Type
F0 43 10 4C 02 01 5A 01 F7 Variation Connection (SYSTEM)
F0 43 10 4C 02 01 56 40 F7 Variation Return
F0 43 10 4C 02 01 58 20 F7 Variation Send To Reverb
F0 43 10 4C 08 08 07 01 F7 MULTIPART Drum set-up Part 9
F0 43 10 4C 08 09 07 01 F7 MULTIPART Drum set-up Part 10
Effect type Decimal Hexadecimal
----------------------------------- ------- -----------
Delay - Tempo Delay 1 8th. 21 0 0x15 0x00
Delay - Tempo Delay 2 4th 21 16 0x15 0x10
Delay - Tempo Echo 4th 21 8 0x15 0x08
Delay - Tempo Cross 1 8th 22 0 0x16 0x00
Delay - Tempo Cross 2 4th 22 16 0x16 0x10
Delay - Tempo Cross 3 4th. 22 17 0x16 0x11
Delay - Tempo Cross 4 4th/8th 22 18 0x16 0x12