User bobseekone from the Propellerhead Forums has generously contributed a great new patch (which he calls ReasonEx) for the Akai MPK49 and MPK61 MIDI controller keyboards that turns the rotary encoders from absolute to relative positions. This means that you can switch to another device in Reason, move the knobs, and when you return to the original device moving the knobs does not cause them to 'jump' away from where they were. Another way to think of it is that Reason can remember where your controller knobs were for each and every device. Very useful - thanks Bob.
His patch also changes the buttons from toggle to momentary so that they can be used between devices more sensibly too. See Bob's blog for overview and details.
Disclaimer: I was involved in the creation and testing of this patch for the MPK49.