Learn the circle of fifths... and the order of sharps and flats, that will help you identify all the key signatures and relative keys.

http://www.carolinaclassical.com/scales/circle.html

That's a link to a site explaining it, just a quick site I found.

Looking at modes and learning their order would also be a good idea. If you know the circle of fifths and the order of modes it's easy to play in any mode in any key.

- J