Personally I'd avoid M-Audio.

They do not have the best reputation for updating their drivers - sometimes they've lagged years behind new versions of Windows.

In the "inexpensive but pretty good" end of the market the lower models in Focusrite's range are generally well regarded.

At the more expensive end of the market RME are regarded as very good, with some of the best hardware and drivers going. Focusrite's higher-end interfaces, MOTU and Tascam are also worth a look.
If possible get an interface that uses a seperate power supply, not one that's powered by the USB bus. USB power makes mobile working easier but not all USB sockets are equal, some don't supply quite as much power as they should.

An audio interface using ASIO is almost mandatory for recording satisfaction.
If your keyboard has MIDI ports, look for an interface that also has MIDI ports. If it only has USB, that's okay, you can get it to work.
As mentioned, a USB mic won't work with an audio interface using ASIO drivers since the mic itself is seen by Windows as a sound card. A mic with XLR connectors plugged into the interface is recommended. If the mic is a condenser mic, the interface will need phantom power, too.

Maybe if we had an idea of what the OP's budget for an interface is, we could suggest some choices. No?
 

Thanks I think I'm going to go with the Focusrite Scarlett 2i2 USB Interface.

I hear good reports about that series too. Budget friendly but decent.

And yeah you can only use ASIO if you use an interface that has an ASIO driver. For the sake of full disclosure I should mention that there's the free ASIO4ALL "driver" but there are many technical reasons why it isn't really a driver, doesn't solve most problems and often causes problems while on your system even when not using it. I would strongly suggest not bothering.

EDIT: actually I'm reading some reports that the Focusrite budget ASIO drivers aren't very good at achieving low latency. Steinberg is supposedly better in that regard.