Connecting Keyboard and Guitar to iPhone4 and iPad 4 -what do I need?

[Spiritos]

I just recently got my iPad 4 and while I've been playing with my iPhone4 for some time I now want to explore the options a little more.

What I'd like to achieve is: Connect my guitar and/or my keyboard to my iPhone/iPad. Now I've looked at some options: camera kit/iRig/Apogee but I can't seem to decide what's the best (and cheapest) option.

So what are some suggestions?
I mainly want to use it to quickly record some ideas while sitting on the couch (so no live playing) and as I have 2 iOS devices I want a universal component that let's me use both the thunderbolt (iPad) and 30 pins-connector (iPhone).

I'm not too worried about charging my device while playing as it will most likely be short sessions anyway so..

I already ruled out the iRig since the background noises and all are a no go but the iRig HD seems like an option -though a bit pricey but I wonder whether I can use it to attach a MIDI-USB keyboard and use headphones along with it? Also I think it won't work on a Win-PC.

Anyway, I'm a bit lost in all the options and possible connections so a little help would be much appreciated.