Where do I download new instruments?

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Where do I download new instruments?
There are 3 way of getting new instruments to work with LMMS, assuming you're on windows, and they are: Samples, VSTs (Virtual Studio Technology) and Soundfonts (SF2).

Samples are usually used for drums and FXs, so if you want new instruments you should go for Soundfont and vsts. Soundfont are just multisamples sound in a pack, and so they're usually orchestral sound like strings or pianos, but not all soundfonts have velocity editing as an option.
So, usually the best way to get new instruments is using VSTs (on windows), which are mostly Synthesizers, but also Orchestral instruments as well. The best site where you can find the vst you need is https://vst4free.com, where you can surf thorugh all the categories to find what you need.

But that's only a site, if you need a more complete list, there is this one on the forum where there are a lot of sites where you can get new sounds for free http://lmms.io/forum/viewtopic.php?f=4&t=27488

P.S: To work with vsts, you need to load the .dll file downloaded in lmms using the native plugin VeSTige. Also, with vsts you can get ton of new effects
I've lately become a fan of the soundfont "SGM-V2.01.sf". You can google for it. It's rather large at nearly 250mb, so it takes awhile to load, but it has a LOT of samples to choose from. Like... a LOT. Including lots "standard" percussion sets. You load up one of these Standard banks from the soundfont file and you'll find that pretty much all 88 notes in the piano roll will be a different percussion instrument. Which I find handy for having one Song Editor track for percussion that plays lots of different sounds, as opposed to one track for the kick, one for each tom, one for hi-hat, one for cymbal... and so on. That would be a lot of tracks just for a basic drum kit.

SGM-V2 has MANY different drum kits, along with lots of other instruments. I rec it.

Mind you, there may be better ones - I'm relatively new to LMMS myself, and have yet to check out this whole VST business. With the default synths (and the ability to easily modify them) and samples, plus soundfont files, I feel like I have WAY more choices of sounds than I know what to do with already...