There are lots of different options to choose from when it comes to music keyboards. Most have similar features but not all have everything you may need to create the music you want. Determining what you'll use the keyboard for is the first step to making the right choice.
First take into account what you'll be using the music keyboard for. Will it be for live performance or will you be mostly using it for composing and creating finished pre-recorded music? There are different types of keyboards that are best suited for one function or the other, so if you do both then you may need two keyboards. The music keyboard known as the arranger is designed primarily for live performance and gives the player the ability to be a one-man band by putting rhythms and instrument sounds together "on the spot" and create a live band effect. The second popular type of music keyboard, known as the workstation, or "synth," is ideal for creating complete sequences of music line by line, instrument by instrument, and even creating your own sounds from scratch. Both share a similar palette of sounds but the workstation usually has a higher quality and wider variety of sounds to choose from. Also, many workstation music keyboards usually can serve as a control for a digital audio workstation and can easily work with sequencing programs for entering music notes.
The next thing to take into account is what features you'll need. There are different sizes of music keyboards (the number of keys) which will determine how portable it is. Most will have midi, but many will have limited midi capability. If you're looking for a music keyboard that can seamlessly integrate with special recording software, you'll probably be looking at a workstation that has faders and pots to control such software. Some will have built-in speakers while others will require connection to a computer to hear your playing or an external speaker. Remember to get a pedal if you need sustain or certain midi functionality. The sound quality of the speakers and of the built in sounds are an important consideration for performance or finished music production.
When you've looked at what features you'll need and what you'll be using the keyboard for, it will be easier to sort out which keyboard is best for you. There are a few other types of music keyboards, mostly variations of the arranger or workstation, and some with unusual features like keys that light up. Pricing will vary greatly, even among the same type of keyboard. After determining your needs and requirements, and doing some research on the web, you'll be better equipped to choose the right music keyboard when you go to the store to try them out.