I use a Presonus Studio 26c USB interface, I've been very happy with it.
I use it pretty much the same you are wanting to. I record guitar tracks, and I can hear all other tracks playing while recording. But all the interfaces will do that.
Lot's of people here use the Behringer Saphire products. They seem to be very popular and work well also.
Just a note, whatever device you end up with, make sure the manufacturer provides ASIO drivers for your specific system.
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