I've used all types, and aside from the extra effort to keep the hanger straight on a steerer without a flat or slot, a non-keyed hanger/steerer seems to work just fine. Typically you end up getting a feel for how off-set to have the hanger positioned as you tighten down the the lock-nut on the headset so it rotates into alignment just as the right amount of torque is applied. You can also give it a nudge or two in either direction once everything is set with a soft mallet, but I've found that a little trial and error is sufficient in lining things up. In my experience, once it's tight, a non-keyed hanger seems to stay put. BTW - I've also had keyed hangers do some damage to threaded steerers if they do get loose and rotate out of their assigned location. I've probably filed off more keys on hangers that had them than I have used the keys.
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