Plugging in can give you the freedom to walk around on stage and play with louder instruments (drums, etc.) and at a consistent volume. But it's hard to get a great plugged in sound. Here are some ideas:
Decide what you want
Are you going for a natural sound? Will you want to experiment with effect pedals? What's your budget?
Best for effect pedals
Magnetic pickups are best for effects. It's why electric guitars play well with them. Piezos are too prone to feedback and generally have too much high end content to distort or modulate musically. If you want a natural sound that also plays well with effects, try a pickup that blends magnetic and piezo elements.
Best for natural sound
The most natural amplified sound comes from the oldest type of pickup: a microphone. There are a few great clip on mics that allow for freedom on stage while delivering high fidelity sound.
The other option is to use a high quality DI/preamp box with a blended pickup. These allow you use EQ to filter out some of the unnatural frequencies.
Best for low budget
The least expensive way to install a pickup is to do it yourself and solder a piezo to an endpin jack. You can find them for next to nothing at your favorite online retailer. Inexpensive piezos might not yield the best sound, but they're a great option if you want to experiment. You can even find kits that are prewired if you don't have a soldering iron. Try different sizes of piezos and different placements to achieve different sounds. Use double stick tape to adhere the piezo(s) to the head, bridge, or wherever you think could yield a nice sound.
Best for no budget
If you're a professional or want a professional sound, you'll need a more advanced setup. You may want to consult your front of house sound engineer if you have one. Try blending a microphone signal with a pickup or two. Check out the Grace Felix. It offers two channels, each with parametric EQ, and flexible I/O. You can plug in a mic and/or pickup and blend them together. You can even combine a blended pickup that has a mono output with a microphone and dial in the best of all three sources.