The thought that goes in to the choice of the first ever sketch shown in a new series must be a headache. The first sketch we see in the series proper for A Bit Of Fry & Laurie for example is Parent Power, with Hugh telling off Stephen’s headmaster for suggesting his child is the result of sexual intercourse. It showcases the duo very well, and serves as a good example of the show to come. Smack The Pony uses this one.
Here’s the very first sketch of Key & Peele.
It’s a pretty good sketch, but it’s not brilliant. But the choice is a good one, reinforced immediately as it is by their first monologue.
Key and Peele first appeared together in season nine of Mad TV, over on Fox in 2006. Here’s a sketch of theirs from that series.