All right, I have read this post a few times.
Exactly, what do you want to accomplish?
Do you just want to record music you right and hand it out to friends, record music in hopes of a record deal, walk into stadium at half time with your light up keyboard and instill world peace, etc.
A couple of things for you to think about:
Learning a musical instrument takes time and dedication. I didn't get a six string bass to learn on - I got it after I knew I could play it!! My point is, pianos, synths or even accordians come in about 150,000+ designs, shapes and abilities but the basics come in only one way; that is, learning the music first. Most keyboard players start from piano and work their way into keyboards. Ironically, I see so many keyboard players that just can't get a good piano sound or FEEL. There are hammer weighted keyboards that feel more like a real piano and there are synths that have no fewer than 100 piano sounds.
Don't fret - theres more...
Having a keyboard with light up keys isn't going to do anything for you - not at first anyway. Take a look at this and watch the entire video - I think you will be surprised:
then check out and watch what he does on a tiny little keyboard:
Jordan Rudess is the exception, not the rule. He uses a huge selection of keyboards from Kurzweil, Korg, Yamaha, M-Audio, Roland, etc. What makes him good is the fact that he PLAYS!!! He plays jazz, metal, blues, even hip hop.
If you learn the boards first, the rest come easy. Also, other than custom designs by "do-it-yourselfers" - I haven't seen a board with light up keys. I'm not saying they aren't out there, I just haven't seen them and I have seen them in live applications. I can see the coolness of the idea but I have to wonder why they aren't too popular.
Okay, now for price. If you want to run software synths with a MIDI controller, no problem!! You can run garageband, cubase, HELL - ALL of it for under $400
Again, I haven't seen a MIDI controller that lights up (and, again, I'm not saying they aren't out there). Other than off the shelf store bought keyboards (walmart, sears, etc.) - you won't find a full fledged keyboard for under $400. The "off the shelf" general store brands aren't going to do much more than give you a practice pad and a little functionality.
This leads me to my final point. If you are really serious and really want to go somewhere with your music, understand that this is an investment. Like a car or a house, you have to be ready to pay and expand as you progress. My basic setup for general writing and experimentation at home is in the range of $25,000. That's me - not Joe or my neighbor. Some get away with 2 or 3 grand. You should at least make the instrument you plan on learning and playing your best purchase. I would much rather see someone spend $1,200 dollars for keyboard than see them spend $200 x 200 and not get any results. Most of the good keyboards these days run on average of 2 to 3 grand (not absolute, just generally).
As far as connecting to Mac or PC - That has nothing to do with the keyboard. Keyboards are too smart to pick sides - they let the software interpret the language for them!!
Lastly, ask as many questions as you want and ask the hardest ones you can. If you really are serious and want to "call all the shots", all of us are here to help you get results - all you need is patience, understanding and drive!!!