I mix in key also but only with the melodic stuff...doesnt really matter with drumtracks etc.. Tracks not all following the same key sound good at times , like interchanging basslines in a mix etc..
I suppose listing everythings key for reference would be helpful if all you played was house,trance etc but to be honest if you cant tell that somethings out of key and have to resort to ckecking notes,your probably tone deaf.