I think that writing in different keys through an album is important, as you'll make sure that when somebody listens to it all, they won't end up feeling like every song was roughly the same.
Of course, don't spend hours trying to figure out a different key signature for every song. But having a couple of songs in a different key signature is nice.
Moreover, I personnaly like to experiment with different types of metal through an album (not really related to key signatures...). I'm not saying that you should switch from Black, to Death, to Thrash, to Melo, etc. But, it's good to have some "different influences" through your songs. If you're all around the place, sure, people might get lost and wonder what exactly you're trying to do. But, if you mix it up just enough, it can give a nice feel to the whole album. At least that's what I like to do...