I'm sure you are, as those little golden chests pack some great loot that's better than the normal treasure you would find.
Keep in mind that the later in the game you open them, the better the loot will be.
You can use a hack / glitch to actually get more golden keys for Borderlands 2.
Please note though that if you do this, it COULD (might) have long term effects that could be negative so backup your saved data. Also, a recent patch available fixes this cheat / secret, so if you have updated your Borderlands 2 game then it may not work.
Borderlands 2 How to Hack Golden Keys
1) Open WillowDLC.ini with notepad (the path is slightly different if you have the DVD or CD copy rather than Steam copy)
C:\Program Files\Steam\steamapps\common\Borderlands 2\DLC\POPremierClub\Lic
C:\Program Files (x86)\2K Games\Borderlands 2\DLC\POPremierClub\Lic
2) Change +NumKeys=1 to +NumKeys=254 -- it is under the [GoldenKeys] area so it should look something like this:
This will give you 254 golden keys! Note that 254 is the max keys for the game as of right now.
My WillowDLC.ini looks like this at the moment and i have 254 keys on my character.
The extra lines add new skins etc.
Now open the game!
If the INI doesn't let you save, then right click it -> properties -> and uncheck "Read Only".
Enjoy farming golden keys! And remember that this hack, glitch, mod, cheat, edit, or w/e you wanna call it -- may have cause problems later on, but personally, I have not heard of this happening with anyone.