I use the Yamaha WX7 wind controller. Here's some synths I can personally recommend.
Yamaha VL70-m module. Physical modeling, primarily emulative. Out of production, available used. You really want one with Patchman Music's Turbo chip.
DSI Mopho desktop. Analog. Flexible modulation; you can have the EWI/WX controlling up to 5 different destinations, each with its own amount. The DSI Evolver would also be good (digital/analog hybrid), but I haven't personally used it.
U-he Zebra. Semimodular, can modulate just about anything.
U-he ACE. Modeled analog modular. Can modulate just about anything.
There are many other synths can would work. For FM, I've used Yamaha TX7 (DX7 module) in the past, and fiddled around with Native Instruments FM8.
Check out the wind controller forum at Yahoo.
I mentioned Patchman Music, LLC Online - "The Wind Controller Specialists"
earlier. He's a patch author and equipment dealer. There's a good FAQ there about lots of wind controller topics. There's also discussion there and on the wind controller forum about sample-based software, if that's to your taste, and other synths (hard and soft) generally.
Which EWI model do you have?