Well, if you want a good MIDI controller keyboard with 61 touch sensitive keys, on board sequencer, sampler, real time effects, and even a damn ribbon controller...all for under 500 bucks,
your best bet is probably the Yamaha DJX. It has virtually everything and is something pretty good to start out with. If you still have cash get an RM1X sequencer (16 Tracks) to hook up to it, because as you get better you may find the DJX onboard sequencer (6 tracks only) a bit lacking.

JX-305, MC-307, and MC-505 are all out of your price range, and you can do *almost* everything those roland instruments can do with just the DJX.

Disregard it's cheesy appearance and the onboard speakers (which are really not that damn bad...save you the cost of an amp), just get it, and start having alot of fun.