Mogens...
There are songs that will change keys as much as 5 half steps right in the middle of the song... but more commonly, modulations go up... and usually 1/2 step at a time. Mack The Knife is a good example of the most common modulations.
Eddie

Mogens,

I frequently like to transpose (modulate up a 1/2 step ie: C-C#) on the 'last chorus' of a song. This can offer the song a fresh energy.

On some songs where there are a lot of verses and repeated chorus', I might even modulate a 1/2 step at each chorus.

I agree that it's good to learn how to play in every key. Having a background as a trained pianist, I remember having to learn (as an exercise) to play tunes in all 12 keys, but there are times (on the arranger keyboard) where it's just much more convenient to use the tools at hand (transpose button & registration memory). - Scott

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