I think keys are overrated: they don't open every lock. Lock picks are way more universal. Sure, they require some skill to operate and their possession can get you in trouble if the TSA finds them (or other law enforcement officers for that matter), but you may also find that you gain respect for using them successfully. Respect both in a »Dear neighbor, how can I every repay you? Thanks for saving my life!« way, but also in a »Dear neighbor, thanks for helping me out the other day. Can you recommend a new lock for my door that you can't pick?« kind of way.
Unless of course you're the Keymaster I'm not sure if the Gatekeeper would appreciate a set of picks.