You really need monitors. Headphones just don't give you the same effect, you can't understand the impact of transients, you can't feel bass and you can't understand stereo.

But if you absolutey can't get monitors, I got some lovely sennheiser 595s for under 100 quid, and they sound the shizzle. The high end Shure in ear monitors are sublime as well if you need small and transportable.

Midi controllers are really dependant on what you use them for. Do you need an actual keyboard, or just lots of knobs and faders? Midi controllers are really about how you use them, not what the best one is. There are loads of good comobos, good units, keyboards etc but its really about how much importance you put on each of the elements.