There are many different ways to go about this, depending on your needs and how much you are willing and able to spend. The language you used in the first post implies that you are looking for a keyboard more as a traditional instrument rather than a synthesizer. That is to say, you would probably be playing with both hands and using a foot for sustain, rather than playing with right hand and using left hand to tweak knobs and dials changing the sound. If this is correct, then the next question is can you afford $400-$500? If you can reach that price point, you can get an entry level digital stage piano.
The big deal about digital pianos is, they have 88, graded or scaled, hammer action keys. This mimic fairly well the key action of a real piano. For comparison, a MIDI controller with "fully weighted" keys will require about the right amount of force to press the key down, but the key will feel "spongy" because the mechanism to snap the key back into place does not respond like a real instrument. The graded or scaled part is a method of making the keys on the left side require a harder touch than the ones on the right, as is true on a grand piano. Not a big deal unless you actually perform on a real grand piano, but it probably does add to the realistic feel of these instruments.
The whole key issue aside, DPs come with their own bank of sounds (usually accoustic pianos, vintage electric pianos, vintage organs, a few other common options, and possibly a general midi set). These are not professional quality, but they aren't terrible either. They should have small speakers and also 1-2 headphone jacks, and possibly line outs as well. They will also have either traditional MIDI in/out or a USB interface, for use as a basic MIDI controller.
Digital pianos suffer a few fundamental limitations. They don't have an engine that creates trillions of sounds like a synth. They don't have a bunch of knobs, faders, drum pads, mod wheels, etc. like a MIDI controller. The hammer action keys are not good for certain synth styles, might not be able to use aftertouch, etc. So basically all of the limitations apply when you try to use a DP like a synth instead of like a piano. As a piano or a vintage EP or even a basic organ preset, they are quite nice.
If you have any Sam Ash or Guitar Center near you, go and mess around with everything that has keys on it, from the $100 Casio to the $3000 Korg. Don't worry that you don't know what you are doing, I'm sure they are used to it.
Once you are done fooling around, spend some real time messing with the stuff in your price range to get an idea of the key response, features, and sounds.
On paper, the updated Casio line looks like a winner (PX-200, released last year, PX-120 and PX-320 apparently coming soon). I haven't tried the PX-200 in person though.
