I would reccommend Finale, but definetively it is not cheap (about 500 US$).
It works fine converting midi files into finale format and from there you can print out the sheet music or perform almost anything to the original midi, such as changing tempo, key, instruments, and a long etc., before printing the resulting score.
I use these features frequently, for my choir activity.
You can also output finale files to mp3 or WAV.
Finale has a free and limited version, a kind of "Reader", that allows for some changes on a file. Not sure whether you can upload midi and print scores out of it. Check the Finales WEB site and give the reader a try.
IF you need just one conversion and do not want to buy it, I could convert it to you for free and send you the resulting PDF file. Contact me by PM if you wish.
There is no simple way I know of to convert mp3 files to midi or any other format except into WAV. The problem of back-conversion from a compressed file like mp3 to separate instruments tracks is very complex and requires the correct identification of the instruments used originally, apart from the notes and other data.
There is one commercial program that claims to be able to do this, though not cheaply either (129 US$).
If interested have a look here:
http://www.intelliscore.net/index.html?src=gcmp3midi&gclid=CP_IipH-2ZACFQbmlAodfDQuOA
Should you find a good and affordable SW that really works, it would be interesting if you post here about it.
<Added>Forgot to mention:
To play along with a midi file (something I do very often), you can upload the midi to Finale and then mute (or attenuate) the Flute track (or whatever instrument you play).
Then you can export the modified file to mp3 (best sound quality) or again to midi (normally too much robotic sound quality).
Finale will use the synthesizer in your PC sound card to get the best sound quality possible and imitate the instruments to a reasonable sound quality, which is always higher than standard midi, unless played on an external synthesizer).
Check the Berceuse (Faure) piece in my profile, I did it with this system.