I just found out Golden Keys (Borderlands 2) roll over when they reach the cap

I'm aware, FF / 11111111, but not like they couldn't just stop it there like other games do.

It's rather easy to get a golden key.

I've been saving them for when I need better loot. I've had a few times when I'm still carting around loot 10 levels lower because of bad luck with drops, and then I'd use the keys.

pretty much another ingame currency which you need to open the "golden chest" in Sanctuary.
For opening it once, you need one golden key and it will give you one to two epic items on the level of the character opening the chest :P
You can get golden keys here and even ingame with the overlay on here.
There are also tweets and facebook posts from Gearbox that give you golden keys.

You enter those codes in the main menu under Extras -> Shift Codes (for which you need an account :P)

Another hint: (Don't know if legal) <----
Using "Gibbed's profile editor" for BL2 you can easily modify your "saved" profile.bin to get keys more easily :P
But once you're on this path, it could ruin your fun :)

There's a crate in Sanctuary (once you get to it) that uses these "Golden Keys". You might use one on accident the first time -- it's fine, the keys are fairly plentiful. That crate has a much higher chance of much better loot. [edit reason="abaris919's ninja post has better links"] An easy [/edit] way to make sure you get more keys is following @ECHOcasts and @duvalmagic (Randy Pitchford) on Twitter. I stopped bothering to even jump in and redeem them after a while though, since I'm a hoarder and I haven't even used any of my golden keys yet.
Shift codes are how you redeem the keys (and occasionally, other items). You need to sign up for the Gearbox Shift thing to be able to do so. It's slightly complicated, but you only have to do it once.