There are a couple of cool guitar synth-type boxes that are a lot of fun, but not all of them have a sine wave generator.
If you're made of money, a good candidate is the Roland GR-20/GR-33 Guitar Synths. Those have plenty of sine wave goodness. They don't come cheap though. And they don't really track as well as one would hope. I had a GR-33 for a couple of years and finally sold it a few months ago.
My POD XTLive has some pretty cool synth sounds (leads, bass synth, and other crazy noises) but nothing like a pure sine wave. There are some sawtooth and square-wavish sounding things, though.
Another cool box is the Electro-Harmonix Micro Synthesizer. It, too, doesn't have a sine wave. It's still all kinds of fun to play with.
I hope this helps!