Everyone who works on the web should have a keylogger. Browsers crash often enough when you are writing into a form or browsers have hot keys (especially forward or back) which will reload the page on you at an unexpected time, just when you are in the middle of a very long post.
I've heard all the privacy arguments against keyloggers but I'm not sold. If you are typing into a computer, particularly one which is near constantly connected to the Internet, you need to accept that there is very limited privacy. For very private writing, it should be done on paper or on an old computer which is no longer capable of being hooked up to the Internet easily or at all (i.e. missing a network card and wifi and/or automatic DHCP).