I installed the Double Cylinder Deadbolts on all of the exterior doors at my house.
However, the approach that I take is to leave the keys in the lock at all times... except for when we are going to be out of town for a few days. If we're to be out of town for a while, we remove the keys, and then we put them back as soon as we return home.
I just can't take the chance of my family being trapped by the locks, in the event of a fire or other emergency.

Besides, around here, burglars usually just kick in the door instead of fooling with the locks anyway.

Also, I don't like the idea of keeping the key "somewhere near" the lock. Thick smoke, dark, panic, or other factors might disorient you, and prevent you from finding that key when it really counts.