Building it for a musical
You can use MIDI project on Instructable, or use Adruino UNO ( search http://arduino.cc ) include keyboard which can accept midi input or, serach for VS1103 on google. full size keyboard can be made search Instructables . It is not at all expensive but need passion and expert / expert's advise. Good Luck
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You could make a keyboard out of a touch sensitive mat that is used for alarms or automatic door bells. Someone steps on the mat and it rings a door bell. Make a cover that looks like a giant piano. Cut the mat into pieces that are slightly smaller than the cover. Glue the "switches" to a piece of plywood. Wire the switches. INterface the switches to your synthesizer. Put the cover over the switches and you're about finished.
I would get one of those crap child's keyboards, and modify it so the keys are run by pressure sensitive switches (a good example are the switches in the punchout controller modification instructable, and the billie jean sidewalk)(also, instructables member plusea is great with switches). For lighting up, I would just use LEDs, but I wouldn't include them all in the same circuit as you keyboard (you would have to adjust voltages, etc). Make each panel light up independently based on pressure switches. For the keys, I would use plexiglass panels (frosted of course).
Maybe start with something like this, and add sound? Of course, you might want to have the band do the sound (or pre-record it) and just pretend that it's coming out of the piano, for consistency's sake.