Nitpick: You have a "question", not a "doubt". I've seen a lot of people use this phrase, so I assume that this is incorrectly taught in some country (or countries).
Align to the hg19 reference. Since you're using tophat, give it the GTF and it will first align to the transcriptome and do the conversion of the mapping coordinates back to the genome for you.
If you downloaded the genome from UCSC, then get the annotation file from there too. Don't try to mix a reference genome from Ensembl with an annotation from UCSC (or vice versa), as the chromosome names are different. Alternatively, just download the appropriate bundle from iGenomes and you'll have matched bowtie indices and annotation files. That's rather convenient.
Regarding the size of the GTF from UCSC, that 22000 number refers more to the number of genes. Each gene can (and often does) have many different transcripts. That really balloons the size of the file. It may seem large, but that's not unreasonable.