Here's one to get you started:
Most of the VZ sounds are very "dry". What can I do to improve them?
True. The VZ machines have no on-board effects of any type. The quality of the sounds can be improved tremendously with even a very basic reverb unit and I would encourage anybody without one to invest in one, even if only a very basic second hand unit. The difference can be amazing. Personally, I use a Zoom 1201 multi effects unit (1U rack mount) which in the UK costs less then 100 pounds and appears to be excellent value for money. It has completely transformed the sounds coming out of my VZ-1.
Alternatively, I have found that many of the preset sounds in the VZ synths seem to have very short release times and there is probably scope for minor modifications to the amplitude envelopes on most of them to improve this considerably. However, be aware that if you have long release times you risk early cut-offs if you run out of polyphony - particularly on multi-channel setups where you may have only allocated two or three channels to a particular voice.