If you're looking for a keyboard for MIDI... I can't speak for the DJX, but I know (from experience of owning one and being disappointed by this) that the DJXII has really screwed up MIDI... basically although there is a MIDI out port, the only MIDI out the DJXII can actually do is clock syncing as master. You can't actually control note data of any other device with the DJXII - Yamaha apparently removed all that functionality to make room for more drum loops sounds and all that frills crap - which isn't helpful.
As for what you'll need besides the PC, well, a Midi cable and if you don't already, some sort of card that can take in midi data (usually not a problem unless you have a laptop like I do...)
MIDI keyboards aren't necessary I wouldn't say but they're very helpful and pretty fun, so i'd recommend one.
Can't say I really know which one's the best one to get or anything.
