I have been playing much music lately (especially check out Sunshine, recorded with my sub-2-year-old daughter on vocals). I had an old Yamaha YPR-9 keyboard that I did MIDI stuff on, but it was kinda crummy. I wanted something smaller and more flexible. So I got an Oxygen8 MIDI controller, a 25-key controller with modulation and pitch wheels, and a programmable slider and 8 knobs.
The only downside to it is that it has no internal synth, so I can't use it unless it's connected to something else. But I don't want GarageBand running in the background 24/7, eating up my memory and CPU. Enter SimpleSynth. It's lightweight and just does the right thing. The default sounds are just Apple's built-in non-GarageBand crummy sounds, but I just use it to bang out some tunes here and there, not for real work.
Other recommended MIDI software for Mac OS X includes the aforementioned Dent du MIDI for converting MIDI files to a form GarageBand can import, and MIDI Keys for turning your computer keyboard into a MIDI controller.