I do all of this in my band except we only have one AxeFx so we're only changing presets on one device. I'll to give a quick rundown of what we use. We could probably use some upgrades here and there, but this has been working for us for years now.
For hardware we use the following:
Macbook Pro
Mbox 3 (depending on your needs any interface should work)
Radial DI (for backing tracks)
Behringer powered headphone splitter (a mixer might be better here depending on what you're doing)
Shure IEMs (for click)
Enttec DMXIS (DMX light control)
Software:
Logic Pro (again, any DAW should work, depending on your needs. We used to use Ableton Live)
DMXIS
In Logic we have a session for each of our various set lists. Each session has 2 audio tracks and 3 midi tracks.
The first audio track is our click track. We have every song in our set back to back so we can go right into the next song without messing with the computer at all. The click track is panned 100% to the right, output to the Mbox. We then use a TRS cable to the input of the headphone splitter and output it to our drummer's in-ears...It gives us 4 outputs if other members want to hear the click. If we had a full in-ear mix, a mixer would be a better option here.
The second audio track is for backing tracks. This one is panned 100% to the left, output to the Mbox. Then we connect the Mbox's left output to the Radial DI to front of house. We only have mono backing tracks, so if you want stereo you'll need more outputs from your interface and a stereo DI.
The first midi track has DMXIS attached as a plugin and changes the DMXIS "bank"
The second midi track changes the DMXIS "preset"
and the third midi track outputs to the Mbox's midi out and is connected to my AxeFx to change presets.
The above is a relatively cheap way to pull off a pretty professional setup but on a pretty low budget.
We use 8 American DJ Mega Par Profiles and 2 moving head fixtures and haven't had any major issues doing the above.
We also put everything on rack shelves and wired it so setup takes less than 2 minutes.
Edit: For controlling more midi devices, like multiple AxeFx's and/ or keyboards, I'd look into the MOTU Midi Express. Everything would be the same as above, but you'd have more midi tracks output to various midi outs on the Midi Express.