Right now, I admittedly don't get the major differences between a USB DI box and a USB audio interface. Could I save $100 just getting a DI box with headphone out and XLR in instead of an interface? Like the ART USB Mix?

The ARt unit is a USB interface.  IT only has one input, as far as I can tell.  And unless you get the power supply included I'd be wary of low mic signals or guitar.  Another thing to check is the usb drivers. People have had problems w/ generic drivers since that can drive up latency.  Sometimes it is good to save money, just be sure you don't have to buy cheap and then buy the more expensive item to replace it.
 
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Oh, so it's actually an interface? So what I was describing was the same thing and a DI box is different? In any case, I'll certainly keep looking before settling. Mainly just wanna clear the differences up.

Take a look at this Audio Hardware Guide and see what fits your needs. Like AT said above, it's important to check on the drivers/updates of each company to make sure they're keeping up with the version of Windows you are using.
 
http://www.cakewalk.com/support/kb/reader.aspx/2007013101
 

Once upon a time, A/D and D/A converters, MIDI interfaces, mixers, microphone preamps, headphone amplifiers, effects and DI boxes were all separate units. Then manufacturers started combining them, so the distinctions between them became less clear. You can still buy a mic pre or a DI that's not also an interface, though. Just like you can still buy a cell phone that's not a camcorder.

So in theory, all (%95+) of interfaces ARE DI boxes? (Or kinda have of built-in?)

Just about every interface  w/ mic preamps includes a DI.  Both simply raise the miniscular electrical variations produced by mics and (guitar) pickups and amplifies them up to line level.
 
An interface is what it sez - it interfaces/connects between the analog world outside and the digital w/in your computer.  It does the analog to digital audio conversion and back, and maybe midii too.  A "card" fits inside the computer's box and is an interface, but we usually think of an interface as an external unit.  An external interface has to connect digitally to the computer, usually by USB which has supplanted Firewire. 
 
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Where you are being confused is the terminology used in audio. 
The Art is not a DI box, its a USB mixer / interface. 
A DI = Direct Injection Box is designed to convert Hi Z impediance ( Guitars, Keyboards) int Lo Z  so as to send it over longer distances. The box as a rule also has a parallel hi Z output to carry on to your Backline ( Amplifier)  A DI box converts your impedance. It can be a $5 or a $150 transformer performing the task. You obviously will compromise your sound with the $5 model.
Radial is the industry standard and make many different models. They are not cheap.
 
If your audio interface ONLY has XLR inputs then yes, you could use a DI box to convert the impedance. You could also use various other devices like a mixer or certain pre amps. 
 
The ART USB Mix is a 3-channel mic/instrument/line mixer and a computer interface.
 
This is why it is not a GOOD interface and should be avoided unless your not planning on using Sonar. 
 

• No special drivers needed with most modern versions of Windows, Mac OS, and Linux