Firstly, well done for starting to use keys. Lots of newbies often try and avoid them as they seem complicated at first. In answer to your question I think you can either:
A) generate a new key on each machine you work from (this has an advantage that if one workstation is compromised you can revoke just its key, not effecting any of the others).
B) take the first key wherever you go (e.g. on a USB stick), but you risk loosing all your access if you loose the USB stick.
I've varied my choice over time depending on a few factors, such as the practicality of carrying a key with you, how machines you need to log into, how many machines you need to login from, etc.
But in the end the options are quite flexible as your normally just talking about a line or two of text that needs to be in the right place on the right server.