Keywords have lost some of their importance in recent years, but are still useful is some circumstances. Some of the smaller search engines still use them, especially on their site submit pages, and if your site is using a content management script, the included search tool might use search your keywords.
If your site is rich in content, the bigger search engines will naturally apply their own algorithm and display your site regardless of META tag keywords. The smaller engines may still use your keywords and you want to make sure your most important keywords are listed first, but don't overdo it. Perhaps a maximum of a dozen unique words. Commas and uppercase letters are ignored by most search engines.