Many of my later MIDI sequences have a multi-channel MIXER TRACK. If you have sequencing software, you can edit this track to achieve the level mix that sounds best on your hardware. The MIXER TRACK contains Expression Controller #11 messages for each track in the piece. You can edit the value for a particular track to change its overall volume relative to the other tracks.
These expression controller values remain constant throughout the piece ... this is the only easy way to change a track's overall volume. I make liberal use of dynamic Volume Controller #7 messages; these will be constantly changing during playback, so using these to remix levels would be tedious.
Beyond this, all tracks have initialization controller messages at the beginning, and corresponding messages at the very end, to reset everything to default values.
Please note: most files use a wide pitch-bend range. It is not the default plus-or-minus two semitones. If left this way, it could make other files sound odd. Playing the piece all the way through will get to the messages that reset the pitch-bend range. Alternatively, you can play the very, very short MIDI file, RESET.MID, which is also attached to that "RESET" button you will see around here.