Hi,
I know two ways.
First, if you use Synth Font, you can basically open a midi, go through the tracks and manually set up sound fonts on each track, and change the patches used. So if the midi called for patch 48, which is string ensemble 1, and you wanted patch 49, which is string ensemble 2, for example, you could do it. Don't ask me how to do it though, as it's been ages since I've used Synth Font, and I never really did like it. The interface is quite cluttered, and it doesn't support effects like reverb or chorus, you have to use VST if you want those and of course then you're using external effects that are in no way linked to the midi message pertaining to those effects i.e. reverb amount.
The second way to combine sound fonts is with either XM Play with the midi plug-in, or Bassmidi. Both use the same engine, just XM Play with its midi plug-in is actually a media player, and Bassmidi is a driver you can use in place of the MS wavetable synth. In either case, the procedure is the same. Go to the interface and add sound fonts to the list. Fonts at the bottom come first, so I'd suggest putting a GM font at the bottom of the list and then work your way up. So if you like a piano font better than the default gm piano, stick that font at or near the top. The only thing you can't do is control patches. so let's say you have a strings font which has a single patch on program 0. Well in the GM spec, strings go on program 48 normally. So, if you were to insert that strings font in, you wouldn't be replacing the string section, you'd instead be replacing the acoustic grand patch. So you'll have to modify the strings font to put its patch on program 48 for that to work.
Whichever option you use, I"m sure you're aware that the more fonts you have, the more taxing on ram it's going to be because you're effectively loading more than one synth at once, though most modern pcs can handle up to a few hundred megs at least before the players start having trouble. I don't like using anything huge for realtime usage because the way Bassmidi works, it cashes samples in as they are needed, and if your ram and hd speed aren't good, you'll start having temporary lockups as new samples are streamed in, so you've got to warm it up a bit for it to get everything situated. I wonder how it would work on sSD and a powerful PC? I may be getting both relatively soon so we'll get to test. Anyway that's another topic.
I hope that made at least a little sense. If not, let me know. I purposefully avoided giving specific instructions because the programs in question aren't hard to figure out if you're familiar with midi and sound fonts, and in the case of Synth Font, i don't have instructions to give.