A VSTi (VST instrument) is a software instrument that communicates with a DAW (like SONAR) using the VST protocol developed by Steinberg. I tend to use the VI (virtual instrument) acronym instead, because it also includes the standalone version of virtual instruments (like Addictive Drums 2) in addition to the plugin (VST) version.
You don't mention which version of SONAR you have (Artist, Producer or Platinum?), so I don't know what VIs and FX (effects) you have. Take a look at my post in this thread (re SONAR training):
http://forum.cakewalk.com/FindPost/3358449 I don't want to complicate things too much, but you will find many VIs require NI's Kontakt application. NI has a number of other applications upon which vendors build VIs. Each of those NI applicaitons has a stupid single license price. That's why many people wind up buying Komplete or Komplete Ultimate (I have K9U; K10 is the currently shipping version). Plus, Ultimate comes on a USB hard drive, which saves a LOT of downloading.
If you don't see yourself acquiring K10 or K10U (or K11, whenever that ships), then the NI keyboard controller may not be the best choice. Since you're a piano player, you may want to focus on the keyboard itself (its action). I have a Nektar Panorama P6 (61 keys) and really like it. I use the controller parts of it from time to time, but I play it every day. My recommendation would be to make sure that you get a keyboard with semi-weighted action. Otherwise, you'll wind up with something much more organ-like.
SONAR is not the most hospitable host (pun intended) when it comes to dealing with MIDI controllers, and you're not going to be doing any sound design, so I don't think the controller component of the keyboard will be as important to you as the keyboard action itself (and the quality of the driver, of course!).