I’m talking about volume, slide up/down, vibrato, …
At this moment; I can’t even use the volume command on a Vsti … 
I can set it to 0040 or 0010 and the volume is at max on both occasions.
So for the time being, for me at least, Vsti’s are pretty much useless.
[edit]
And once again, a Vsti I used to try the volume effect on had a bug in it which made different volume effects sound the same.
Ok, but how about the other effects?
It’s not a bug, it’s a feature 
The volume column is mapped to velocity for VSTi:s (i.e. how fast you press a key) and different synths and presets respond differently to velocity, some not at all.
Ok, but how about the other effects?
It’s not possible due to VSTi limitations. VSTi:s cannot change volume for just a single note, it can only change volume for the current channel. Slides can only be done with pitch bend and vibrato is not supported either. Often vibrato is mapped to the modulation wheel though, but that’s also different from instrument to instrument.
Actually, there’s something called “key aftertouch” which, depending on the synth, can adjust the volume of a note while it’s running. We’ve thought about mapping the volume column to this. Then a volumecolumn value next to a note will still be velocity, and if not next to a note, it will be aftertouch. But not all synths support it, I’m not sure how common it is.
Other commands we can map are retrigger and arpeggio, but only as playing the notes, we can’t make the synth continue it’s envelopes etc.
As for MIDI keyboards, in my experience, key aftertouch (= pressure) is very rare although channel aftertouch (which affects all the notes for the current MIDI channel) is more often found (although rare as well). This is for input only (i.e. MIDI keyboard > Renoise) and I would guess output (to a synth/VSTi) would be more supported. One of my old synths’ presets often mapped the filter cut-off to channel aftertouch, so I think in most cases you’d normally have to manually set key aftertouch to control volume in the VSTi or synth. So my conclusion is: It would not be straight-forward and kind of a hassle, but still better than not having the possibility.
What also has been suggested before is to let glide to note and vibrato commands control the pitch bend for VSTi:s/synths. The problem is all synths have different pitch bend ranges (normally from +/- 2 semitones to +/- 1 octave and sometimes manually adjustable) and sometimes pitch bend controls something else like filter cut-off instead. So it would also be a mess in the end. Another solution for vibrato command is to map it to the modulation wheel, with the same problems/limitations of course.
Hope this made any sense and wasn’t too confusing…?
Well I have a VSTi which does react to different values in the volume column.
It’s called “dmiFlute (Basic)” → dmiFlute.dll.
Can anyone perhaps tell me how to do a slide-up with a VSTi?
Maybe it works with Sysex stuff, I haven’t got a clue (maybe a very small one) what this is though. Is it a complentary thing to Midi maybe?
i think slide up/down and vibrato (pitch & modulation wheel) should be an x-tra column like volume and pan. this are basic values that most VSTi support and midi-synth too. e.g. a Bass-slide or vibrato is really too much trouble in editing at the moment.
Yes, most VSTis do. But what you enter is velocity and it will only work on the actual note, not to lower/raise the volume after the note, unlike with samples.
No, sysex is a part of MIDI, which is for sending any data with MIDI (could for example be songs, tracks, instruments). All non-standard data (i.e. synth specific) is sent with sysex, but pitch bend is part of the standard MIDI implementation. Here’s a post of how it works: