Keyed for preference for me – but my hands are knackered & I struggle with most keyless chucks, as I can't adequately grip them. Some keyless types are also quite a bit longer than keyed versions, which may be an issue on a small machine.
The manual lathe & mill at work have Roehm keyless chucks, which seem to grip the drills better with less effort than the cheaper types I have at home, but I sometimes have to use a strap wrench to loosen them after colleagues have used them before me.
I solved the "can never find the chuck key" issue with some 3D printed, wall mounted, 2MT toolholders from Thingiverse that live on the wall behind the lathe & conveniently have a hole for a chuck key incorporated. Previously used to pop the key into the chuck jaws & hand tighten after use, though both methods still require a bit of discipline. The pillar drill chuck key is attached to the drill on a length of flexible wire.
Nigel B