I have experience with AVR controllers and now I am developing analog synth like sound module. I would like to be able to connect a USB midi controller to my sound box. I would like to use an AVR microcontroller and I think my option is either to buy a USB to MIDI adapter for the keyboard and build an AVR MIDI interface or use something like an FT232RL chip for USB and code for reading MIDI commands. I would like to hear suggestions from more experienced engineers.
USB MIDI is a different protocol that is not supported by the FT232R. You would need to use a general-purpose microcontroller with USB support.
Furthermore, USB makes a strict distinction between hosts and devices, and your controller is a USB device, which can be connected only to a USB host.
So you would need to use a board with a USB host (or OTG) controller, such as the Raspberry Pi. Alternatively, pay for the Kenton USB MIDI Host, or connect both the controller and your AVR board to your PC.
To add to CL.'s excellent answer: Creating a USB host that supports USB MIDI is not trivial. Either use a computer in between, or get a keyboard that supports "real" (hardware) MIDI output, which is very easy to interface with the microcontroller of your choice. The Akai MPK 25 would be an excellent choice, for instance.
Edit: after further research for another project, I've realized that creating a USB MIDI host device may be easier than I thought. A MAX3421E can be used to implement a fairly inexpensive USB MIDI host. For a "just add water"-product, get yourself the USB Host Shield for your Arduino, which has a MAX3421E. You should be able to find a library supporting USB MIDI, and you can relatively easily build a USB-MIDI to hardware MIDI converter.