Hmm I think you just need the basics for keyboard building. If you're going to do small things like LED's, then you'll want to pick up a finer tip, but other than that you really just need the iron and the solder. You can use a wet sponge to clean/tin.
Some nice to haves:
Solder sucker and a solder wick.
The little spool of copper to wipe off the iron once in awhile instead of a sponge.
Not so much for keyboards, but the little set of clips on articulating arms are nice for holding wires and such. Usually called "helping hand" or "third hand".
Should be about it I think :)