If you're just recording going direct in an using your monitors is a good choice. That is, unless you desire a girtty amp sound. Even so, if you are digitally recording you may want to look into amp simulators, not as realistic as the real thing obviously but they can sound pretty good and can really liven up a dull digital synth part. The cakewalk amp simulator is decent once you get used to it and I often throw it on rhodes pianos and organs which really livens up the track. The other advantage of that is you don't get the hum and background noise from miking up an actual amp.
I'm not a big roland fan, but they do make good sounding amps and are probably one of the best choices for keyboards within the modest budget range.
