Forget the audio interface.
Get yourself a pair of sennheiser HD 380 pros.
It's a $200 dollar investment that is equivalent to an entry level single reference monitor (Say KRK's Rokit 6)
Future reference I personally DO NOT Recommend the KRK rokit 6's. Not so much for the audio quality, but for their build. I've had three now and they are not without issues. Sure Gibson (who owns KRK) has a 3 year warranty on them, but getting them repaired if say one of the AMPs goes is a bitch, you can either ship it to them or go without.
At any rate, I have however had a pair of Senn's. I rock the 280 pros right now and have for 2 years+ and I am very impressed with them and have heard nothing but good things from them. I normally spend my time roughing out tracks with my pair and then going in with the KRKs and doing my mixdown, making sure levels are good.
For you however, the headphones would be the best option.
What the fuck are you going to do with an audio interface without Monitors to back it up? Or a decent 48-key controller? If you already use the piano roll then having the latency benefit from the audio interface isn't that necessary at this point, and buying a pair of sub-par monitors with a built-in (such as the AV40's) will leave you lacking a necessary spectrum and is pretty much a wasted investment.
Go with the headphones, you'll always have them and will pretty much always have a use for them.
After that, yea go for an Audio interface and then maybe go for either a Midi Keystation or a pair of Monitors with minimum 6" drivers.