I checked out gromit but unfortunately it’s not what I had in mind. Actually, I already have this functionality in compiz fusion.

Anyway, you might be happy to know that I think I have found something that might help people like you. It’s a package called Key Status Monitor (http://programmer-art.org/projects/keystatus). I saw Rolf from Meet the Gimp use once in a screencast. I contacted Rolf and he helped me configure mine. I’m going to use if on my next screencast. If people like it, I’ll leave it. If not then I’ll dump it. With it you’ll be able to see which mouse keys and keyboard buttons that I’m using.

Just an advise
You can, during the screencast, write on botton left, for example, the shortcut.
You have another possibility. You can use Kino and then add or modify what you want (an image, a text, etc).

I saw on an episode of Meet The Gimp where Rolf had some keys displayed at the bottom of the screen so that you could see his key combinations. I would love to have something like that if it worked well. I’ll contact Rolf and see what that package is called. Maybe it’s something Ubuntu already has.

When I do my screencasts (not often enough btw) I sometimes try to force myself to use the menus. I say ‘force’ because I normally use keyboard shortcuts whenever I can. I don’t always remember, but I think doing something the first time via the menus and subsequent times using the shortcut (if something is done several times during a screencast) then it gets people into the habit of doing it. I think it’s faster and a good skill to have.

Of course your comment could mean something entirely different, and if so, disregard everything I just wrote.