Here's a listing of harmonica keys, in order of common use...
Basic Set (most used): G, A, B-flat, C, D
If you have extra slots, also include: Low-F and F
Cool to have, but not used as much: A-flat (I love this harp for 3rd Position playing), E-flat and E
If you like low harps: Low C and possibly Low D
If you want to cover all your basis, add these harps (though you may never find a need for them): B, D-flat, F-sharp, Low E and Low E-flat
My 7-harp travel case (what I take on the road for gigs/workshops): Low F, G, A-flat, A, B-flat, C and D
If you would like to see a picture of my travel case (thanks Pete Grissim for the killer case) and harps (thanks Joe Filisko for the wonderful harps) go to http://www.facebook.com/bluesharmonica
My big case: All keys
Did you Know?
The most common harmonica key chosen by harmonica players for playing an instrumental is the B-flat.