I'd like to chip in here as I take a special interest in key shifts and have been known to throw them into my own songs quite a bit.

While the most common move is 2 semi-tones higher, this is by no means the only option. I play a French number with my band (an Eddie Mitchell song, La Route du Memphis) which slides up half a tone from E to F about half way through. And it does so on the '5' chord, as is often the case, which creates a slight and temporary dissonance (as we hit the '5' chord of C, rather than the expected B) until the listener realises what's happening.

Abba's Money Money Money also famously moves up a half a tone.

An interesting one is Bon Jovi's Livin' on a Prayer which climbs an unlikely 3 semi tones (I think - don't have an instrument here at the office so I could be wrong). Again it is the transition which makes this shift so fantastic.

Of course the daddy of them all is Stevie's Golden Lady. I won't even begin to explain but invite you all to take a listen.