I had this problem for the last year: a set of keys where each one looks alike.
I tried writing on them with sharpie, but the markings fade over time. Those rubber key-head enclosures were good at first, but they wear out, get scroungy and are hard to take off the key ring. I soon learned to identify the keys by the way each one was cut. But usually, I just guessed until I got the right one. But hey, I was right 33% of the time!
A simple solution occurred to me: drill holes in the keys to identify them. One hole for front door, two for the apartment door and three for the one on the deck.
This is an earth-shatteringly simple Instructable, but there are a couple tips worth reading.
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Step 1: Get Out Your Household Drill
There's no need for a drill press — a household drill will work just fine. Put it on a low-torque setting. I used a 3/32" bit, which works great.
Step 2: Clamp the Key Down and Drill the Holes
Clamp each key down before drilling. It's not essential, but otherwise the key will spin around after drilling the hole, and you'll have to wiggle it loose from the drill bit.
Drill the holes for each key.
Step 3: Sand Off the Burr
On the back side of the key, you'll have a small burr from the drill hole. A few rubs of sandpaper will remove it (I used 150 grit).
Step 4: Back on the Key Ring...and Done!
It's that simple! Now, I can identify my keys by sight or by touch.