As a MIDI user, what do you want to be when you grow up?
a) Do you want to be a keyboard player who happens to use MIDI to trigger sounds from a computer?
b) Do you want to be synth geek/knob twiddler who can't really "play" keys, but can manipulate sounds using a controller?
c) Someone like me who is neither of the above, but uses MIDI in a technical fashion for triggering, programming, and controlling different things. Also sometimes recording MIDI as a safety backup to the audio capture of keyboards.
d) some combination of a, b, and c.
If a, you're going to want at least 61 keys, bottom line. I like the M-Audio line of controllers, although their budget line keystations feel a little cheap.
http://www.m-audio.com/index.php?do=pro ... ontrollers Just about every manufacturer makes something in this category, and it's more or less a "get what you pay for" type scenario.
For b, you're going to want something with lots of knobs and sliders to have as much tactile control as possible, although be prepared to spend a bit of time programing all these nib nobs to give you maximum creativity once you actually get playing. Akai MPK series, or M-Audio Axioms are examples of these. Both of these come in larger form factors that would suit both a and b.
For myself, I just need the most basic of inputs ala Akai LPK series. My needs are so simple, and I'm such a bad keyboard player that 90% of the time I just input using the mouse. If you have any aspirations for the first two categories, I'd suggest a bit heavier duty board than the LPK series. Otherwise you'll grow out of MIDI controlling very quickly.
As far as the software, just to clarify, Cubase is a MIDI sequencer, as are most MIDI applications. There are a number of options out there, many of which are good. I think part of it depends on what else you want the software to do. If you want nothing but sound creation, maybe something like Ableton LIve(especially if you want to use this on stage) something Native Instruments, or Reason. If you want to incorporate this into recordings that you're doing at home, a more full featured program would be in order like Cubase, Logic(if you're on a mac and have a desire to shoot yourself in the face), Sonar, Pro Tools etc. Mostly just preference at that point.