So.. What are the negatives with going the nbox + scheops caps route?
Replacing the 9v batteries is a con, IMO, but that applies to the SX-M2/LS2 as well. If you like the sound, for the price the NBox + custom actives + Schoeps box can't be beat. I'll have that NBox / Lemosax comp up for you soon...hang on...
What other approaches should I be considering?
The only Schoeps actives solutions of which I'm aware are the NBox and SX-M2/LS2.
Are bodies worth the expense and hassle?
If you're open taping and want the ability to plug into a variety of gear, the bodies are worthwhile. Though it is possible to run MKx > actives > SX-M2/LS2 (at 0db) > other pre > ADC. Not sure if it's possible to do the same with the NBox.
What about the kcy 250 + lemosax?
This is my favorite Schoeps low profile setup, but it's a bit more $$$ than the NBox.
Can you plug the kcy into a LEMO>XLR adapter and use any pre?
No. But you can run MKx > KCY > Lemosax at 0dB XLR out > other pre. The Lemosax isn't as quiet as the CMC6 bodies, so if you're running gobs of gain (~65dB like I did at Del McCoury earlier this year), you'll incur some noise from the Lemosax. But for most loud shows it's probably not an issue.