The E-Series keyboards cannot load new voices, per se, but on the PSR-E400 series keyboards, there is quite a bit of editing that you can do to the existing voices to create entirely new sounds that can be saved to a registration. There are the filter, with resonance, an attack/release envelope generator, chorusing (including flanger), and reverb. The later models (PSR-E453 and E463) also add DSP effects that include a phaser, high-pass filter, and distortion -- among several others.
I have the PSR-E433, and I have created all kinds of synth-type sounds on it. The big limitation there is that all of these keyboards -- from the E433 to the current E463 -- only have 32 registrations. It would be nice if Yamaha adds at least a couple more banks in the next version of these keyboards, but at least all of the settings of the keyboard can easily be saved and recalled to and from a USB flash drive. Note that the older PSR-E403, E413, and E423 do not have the USB-to-device feature that allows this, and I believe they only have eight banks of two registrations, which would be very limiting for me.