Your choice depends upon what type of sounds you want.
You can get a 37-key
Korg microKorg XL keyboard/controller for around $499 US and has 128 sounds, a vocoder, and a USB connection so you don't even have to have another MIDI interface when used with a computer. But, this one has a slant toward electronica/house/techno. Also check out the microKorg and the R3 (probably the most flexible out of the Korg lot as far as different styles/sounds).
There's also the Novation Xio25, a 25-key polyphonic synth and controller. But, again, this one is a virtual analogue type synth and has a slant toward techno. Also check out
the Novation UltraNova.
The Alesis Micron 37-key mini-synth would be another less flexible option. Again, this is an analogue type synth really designed for techno/electronica/etc.
It seems that several options exist in the small package/techno realm, but fewer options are available when looking for general sounds for all around production with natural sounding patches such as piano, strings, guitar, etc. This might require the separate sound module/rack mounted module that others were referring to as a real solution. But, the mini-synths/controllers mentioned might get you working portably.