What do you want?
First you need to decided what you really want to do with your keyboard. Do you really want to learn playing it and go through hours of exercises for a few years, or do you just want to "try it out"? Are you an audiophile or is sound quality not that important?
USB-Keyboard or Stand-Alone
USB-Keyboard
USB-Keyboards that connect to the computer and use its soundcard to produce sound are available from various brands. They have the advantage that available sounds and sound quality can be easily upgraded if you´re using a Soundfonts enabled soundcard. Their obvious disadvantage is that they need to be hooked up to a computer to work.
Stand-Alone
An always growing range of keyboards of this type is available on the marked. The major brands are: Casio, Yamaha and Roland. It´s important to note that those brands use two different methods for the "Accord Automatic". Some of the more expensive keyboards can be set to either method.
Different Models:
Cheap:
Those models have less sounds with significally less sound quality. (Instruments sound artifical). They are a good choice if you just want to "give it a try", but don´t want to be "chained" to a computer. If you make sure that it has an USB-Port you can still hook it up and use it like a pure USB-Keyboard. Some have Midi-Connectors (big plugs with a few long pins), but most modern computers are missing the right connector. Older soundcards like the Creative Soundblaster AWE32 (and prior models) used to be equipped with this.
Mid Range:
Keyboards from the mid price range have a good selection of available instruments, and sufficiently natural sounds. Special "learner keyboards" that have a learning mode wich teaches a few exercises and integrated songs by lighting up the right keys are avialable. (for example from Roland).
Upper Price Range:
Those models have very natural sounding sounds, additional octaves, broad range of sounds and USB-Ports. Their firmware can be updated via USB and additional sounds and styles can be installed into its internal memory. Some come with floppy drives that enable the user to record midi files for later use, load styles etc.