Just to let you all know, I'm working intensely through all your posts trying to find what's right for me (while searching google and youtube for all the different features with limited success).
 
A quick one on the room: The "noisy" refers mostly to bad insulation and even worse neighbours. That basically means I myself have to keep the volume low most of the time. I've tried to overcome with cork + carped, some studio foam diffusers, thick curtains etc. so probably not the worst conditions either.

I would definitely not recommend closed headphones in that case, they're really only necessary when you might get leakage around sensitive mics.

Serious room treatment in a "noisy" apartment would likely cost thousands of dollars and violate your lease. My understanding of the limits of headphone mixing is that it is not that the phones cannot be made to have a "flat" frequency response, but rather that the experience of listening with isolated channels is significantly different than using speakers. In an untreated room, you will likely not find a place where the best speakers will produce a flat response at your ears either due to interference patterns of reflected sound. If your budget is limited, I would recommend spending a bit more on headphones, since in your situation this is likely going to be your most usable transducer. Cheap monitors in a cheap room will still give you better sound than the average listener will ever get when he hears your music. 
 
http://www.soundonsound.com/techniques/mixing-headphones
 
The audio interface may be largely irrelevant in your setting. You describe a scenario in which it is only going to be used to play back the audio stream from your DAW. While your DAW may be handling dozens of tracks playing softsynths and effects, you are ultimately just sending a stereo out from the mains to the audio interface in most cases. That should be well within the capabilities of an onboard audio chip to play. An inexpensive USB with two outs and a good ASIO driver might be easier to configure, but you do not need high class stuff. A MIDI input is probably not necessary unless you have antique hardware to connect, most controllers use USB connections directly to the computer. The audio that you are recording is pristine digital stuff, and spending a lot for ultra-audiophile D/A convertors may make it sound better to your ears, but will not improve the recorded/computed sound at all.  
 
Since you are expecting mostly in the box work, you might want to save some cash to expand your synth library and buy loops if that is your thing. 

A lot of interfaces include LE versions of DAW software.The best thing about this is you can then use that vesion not only to see if you like it, but to upgrade to better versions. If you purchase a Tascam interface ( best bang for the buck) you'll get Sonar free. 
 
An Audio interface is the heart of any recording studio and to me the first thing I would purchase. Second item would be studio monitors. 
Then on my list would be a 49 note Keyboard controller ( or bigger) 
You can certainly demo most DAW's and I highly recommend you do that first before spending the $500. Studio one has a free versions that's way up there in functions. 

Quick update: You people here have been wonderful and helping me out a lot!
 
So I now bought Sonar Professional and I must say I'm overwhelmed. Also in terms of quantity but more in terms of QUALITY - Effects, Instrumets, the mixer, ... it's a dream come true. And that makes it a lot of fun, it's addictive.
 
With xmas around the corner I will take my time with ordering the hardware stuff. But one thing I still miss right now:
Midi Loops!
 
What about the loop packs from the Platinum version. Are those any good? Can you purchase them separately?
 
I've been digging around the internet and collected lots of freebies and midi teaser packs. But I have to say most of them where of bad "musical" quality. Beauty lies in the eyes of the beholder, sure.
 
I didn't expect it to be that hard. Yeah, I can make my own tracks, and some of you may feel embarrassed for me, asking about premade loops. But please consider that I primarily want to have fun with Sonar, I wanna spend my time playing with sounds and plugins more than with the piano roll. I hope some of you can understand that. Be assured that I had more than 15 years of "proper musical instrument education" (guitar, flutes and trumpet), about 10 years of producing my own music, a few gigs and been listening on a daily basis to a super broad selection of music, electronic, metal, classical, scores, world music, etc. I made my choice consciously.   

Honestly I have never used any midi loops with the exception of Addictive Drums. I couldn't tell you for sure if they come with Platinum but I would expect them to be mostly audio. Since every instrument has vastly different expression and key ranges, I'm not sure "generic" midi loops make any sense. But there are instruments that provide loops as part of their package, or that create loops based on keys you press, e.g. Native Instruments Funk Guitarist or Action Strings, or the Strum Acoustic instrument provided with Sonar.

 
For better understanding - this is from Magix Music Maker 2015, I got it as a freebie. The rest of the "DAW" is very limited (I didn't say awful) but I find this library really useful, especially when I want to play around with sounds. You can find drum or bass patterns with a click and just drag it on a track. Even content-wise the Magix Library isn't so bad, compared to the libraries I found on various websites.
 
I'd love to see that in Sonar, but I guess a well sorted library would also do. I know I won't get much love for asking about that, but this is a real time saver and much fun to play with. Also this would give beginners a head start. I could create one myself - and I'd rather do that than creating the same old drum patterns over and over again for years. I never wanna do that again. 
 
BTW: After playing with Sonar for a day I decided that my first step will be creating a handful of templates - something that was advertised to me during install. And I also can see the point of it. I've been creating channels with the same instruments and setups over and over again for years, this can take up to an hour easily.

I too am an amateur so I think I understand your situation. I think some type of external interface is essential. While I don't record much, an external interface resolved some of the issues I was having with latency and general bugginess related to onboard sound chips or soundblaster cards. It also sounds much better (even though I got a cheap one)
 
I can understand the appeal of wanting to use midi loops but you may find it easier to find and work with acidized analog loops/clips. There are slews of analog loop libraries around. While they are not as flexible as midi they can always be used for ideas and quickly throwing together grooves. Some are better than others so YMMV. Anyway, you can recreate a loop in midi if you find it really useful and absolutely need the midi.
 
As an aside and one thing that I narrowly averted... be careful of anything mentioning Kontact. There is a kontact player (free) that supports some instruments and some instruments that only work in the full version of Kontact. The full version of Kontact is not cheap! Personally, I also REALLY dislike that the instrument has to phone home to kontact (ilok?) anytime I want to use it.

Well I looked at Kontakt and the whole new "ecosystem" of Steinberg, I totally agree with you. For the sakes of flexibility alone I wouldn't want to use any of their recent tools. I'm always on the move, try new things, split, combine, remix... I don't like things that are this rigid / static. It reminds me of Apples strategy. Then there's the price tag. No friend of that. The tools may be awesome, but I think there are alternatives that let me be more creative and dynamic. 
 
Analog loops just don't cut it for me, I've used them for years, but they are as well, static, I wanna move a note, or a whole bunch of them, or just keep the "groove". WIth analog loops I always ended up building my whole song around that one drum loop. Tools got a lot better, allowing me to use analog loops in a more flexible manner, beat slicers, time stretchers etc. so it may be worth it for me to see things in a new perspective. But thanks for your input on that anyway, I don't even know what "acidized analog loops" are, so I definitely will give it a shot.

You might want to check out our Software and the DEAL's forum here. I have gleened many great freebies by paying attention. Right now as example there is a free giveaway of Air Software at DJWORX. The file has so much content I have to wait until the end of the month as I'm sitting at 96% of my bandwith right now. I imagine a lot of it is midi loops.