I've done lock boxes and keyless entry, and also prefer keyless entry.
For what it's worth, I did actually make a copy of one of the keys for a lock box during one of my stays. The owner only had 1 key to the condo, and the deadbolt was one that required a key to lock it from the inside or outside of the door. So if, for instance, the wife and kids wanted to take a nap and I wanted to go to the pool, we'd either have to leave the door unlocked, I'd have to lock it from the outside (effectively locking them in - a fire hazzard), or they could lock from the inside and I'd be locked out until they were done napping. So I went to Lowe's and paid the $2 or whatever to get the key copied. I ended up leaving both keys as a way to pay it forward to the next guest, in case they were also stuck with the same issue...