I know I already assaulted you with "I'd Love to Lay You Down" by Conway Twitty in the most ridiculous edition of The Audacity of Rock, but it bears repeating:
Speaking of country key changes, "I Walk the Line" by Johnny Cash. What is there, like 5? Good work, young Mr. Cash.
Although, a key change is the perfect way to end a prolonged musical experience as well. Take the show closing "Danse Mon Esmeralda" from Notre Dame de Paris. I kind of hate this song for making me think it's over, but instead just changing keys for another depressing reprise of the chorus, but it's too glorious to really hate.
Speaking of theatrical key changes, "Keep Yourself Alive" by Queen. I love everything about this song and this music video.
And no worries, the art of a great key change isn't lost. Here's MGMT's very recent "The Youth."