You might consider the M-Audio Venom synth ~
It's being discontinued by M-Audio (probably due to company mergers more than anything else), but by all accounts it's a VERY capable VA Synth, audio interface, and MIDI controller (DIN and USB), all in one.
Sweetwater had a blow-out for $199 (cheaper than most comparable MIDI-only controllers!) but they sold out pretty quick. You might check with some of the other big online music retailers and see if anyone has them available and might be willing to do some price matching.
As far as dedicated controllers go, I really like my Novation Impulse 49!
Once you get your head around Novation's Automap (which really isn't that difficult), it works quite well with Sonar.
The biggest drawback - it MUST be powered over USB, so if using it without a computer (it has MIDI DIN connections), you need to use a small USB power supply to give it some juice.