Can't live without them.
On my KN6k, it's right there almost in the center of the keyboard (the transpose buttons).
On my newly bought Triton Studio, I have to go to the "global" setting then edit the key from there.
Yes, I'm also one of those (like Squeak) who can play my butt off, but when I don't play in my favorite key (which is C of course), I can still pretty much play, with the condition that the audience will need to prepare for a discounted quality.
There was one time, I was playing in church accompanying a group of three singers, ONLY using the church' acoustic piano (I think I did that for a few weeks)....boy..oh...boy...at least I could play (somewhat) in F, G, A..I think that's about it (perhaps B flat also).