KeyCastr - KeyCastr lets you easily display your keystrokes while recording screencasts.
Screenkey - Screenkey is a screencast tool to display your keys inspired by ...
Kling - Visually display key presses on Windows screen
Carnac - A utility to give some insight into how you use your keyboard/
Key-mon - Utility to show live keyboard and mouse status for teaching and screencasts.
QiPress - QiPress is a portable Windows program that displays key presses on the screen.