Jim, It's true that the iRig Pro doesn't have an output. So far, I haven't had any issues with the iPad's headphone output, but, like you, I would prefer to have a sturdy 1/4" cable rather than the 1/8" of a headphone jack. Still... so far, so good.
There are units that have it all but they are larger, not surprisingly. The Alesis IO Dock II looks good. The Focusrite iTrack Dock has MIDI, but only the USB variety. Behringer has the iS202, which seems very similar to the Alesis. You give up the very small size (which is important to me) but you gain a lot of functionality.