Thanks for the compliment! :) The small key is for something else you probably have not found yet. Note that you can also enter certain buildings like you can enter and leave your car.
yes - I couldn't enter at least one place I've seen but i've already been inside several others (including one that needs a keycode - in which I've found drawers). But ok - if those keys are needed elsewhere I'll keep looking then :-)
Let me help you a bit - if you haven't figured it out yet... As you suggested, use the gloves first. The small key is for later use. Use them for something you don't want to touch with your bare hands...