Apparently there are some who are amazed this was possible. I know this because of a small SnapGuide I put up:
It really is just that easy. The hard part is making sure that the iPad can supply enough power to run the device. Someone mentioned the iRig KEYS from IK Multimedia. I think this looks like a pretty decent proposition: 37 keys, sustain pedal input, 2 wheels. I have not had a chance to use it myself so I can’t attest to how the build quality is. (I will say that I’ve tried and owned several devices that have not stood up to my abuse—I would pay top dollar for a small but hardy piece of equipment.)