Hi there, a bit late on this, so how's it going? My suggestion, which I have been using for a while now in a similar set-up to you it this:
Create a Concert containing a number of Sets (NB this is the Apple meaning of the word 'Set', and in this case it would mean 'song'). Within each Set, you can then add the required number of patches for your sounds - for instance, I generally have a patch for my rhythm guitar part, then another for the lead sound. Then, at the Set level (ie click on the Set in the patch inspector window) add a software instrument strip with the Playback plug-in selected - this allows you to change patches (sounds) within a Set (song) without interrupting the Playback. In fact, in my set-up I use a number of instrument strips in each Set as my backings consist of separate files, one for each instrument, allowing me to tweak my backing mixes live, if necessary.
This takes a bit of setting up, but it is well worth it, as it gives a fair degree of flexibility. The only caveat I would add, is that you shouldn't put too many sets (songs) into a concert, as this eats up your RAM, and leads to latency in the activation of the Playback transport controls. I use a max of 10 per concert, but a bit of experimentation should help you determine your optimum amount.