There are many different types of drum keys out there, certain ones are meant for certain drums.  For tuning your drum set, concert snare, toms, bass drum, a standard drum key will get the job done just fine. Examples of these include:

http://percussionsource.com/drumset-accessories/gibraltar-gibraltar-sc-4244-drum-key.htm
http://www.percussionsource.com/p/pearl-k-050-drum-key-252154
http://www.percussionsource.com/p/kay-722k-standard-drum-key-255098

For marching drums that require high tension tuning, standard drum keys will not do the trick. You will need to get a more powerful key such as:

http://percussionsource.com/drumset-accessories/pearl-pearl-k-030-high-tension-tuning-key.htm
http://www.percussionsource.com/p/yamaha-dk-30-power-drum-key-256432