LOL - I hear ya, Chas, but I believe that the "right" key is the one in which the lead (vocalist/melodist/whatever) can do it! I can't put a transpose on my throat, either!

Speaking of transpose - I don't see it as the devil, or a cheat - try playing the blues in E vs F .... you'd miss all those slide ups from the flat third to the third etc. It's really just a tool for facilitation, just like a capo on guitar. Sure, you can play without one, but you can't play "everything" the same. Sometimes you need those open strings for hammer-ons and pull-offs.