Yeah, keyloggers can certainly be used for illicit activity. But they can be used for good too (writing a customized KeyHistory function, for building an on-the-fly macro recorder, for building an on-screen keyboard, etc).

• Ways of keylogging with basic built-in commands:
  • Hotkey, repeated for EVERY key, with a common handler that finds out what key was pressed via %A_ThisHotKey%. Though this may seem a bit odd, it's exactly how several projects implement this:
    • Titan's macro recorder, see recorder.ahk (search for "LogKey")
    • AHKOSK Onscreen Keyboard, see kb_gui.ahk and kb_main.ahk (search for "HotPress")
    • InstantDoOver, virtual keys
  • Input — doesn't record shift-keys very well
    • however, Skrommel's DoOver combines Input with GetKeyState, and an end-key-list of every key (there's that crazy strategy again) to make Input return as soon as any key is pressed
• Ways of keylogging with more complicated code:
  • OnMessage(WM_KEYFIRST+WM_KEYDOWN+WM_KEYUP+WM_CHAR+WM_DEADCHAR+WM_SYSKEYDOWN+WM_SYSKEYUP+WM_SYSCHAR+WM_SYSDEADCHAR+WM_KEYLAST, ...) (only works while the GUI is in focus)
  • DllCall("RegisterRawInputDevices", ...) (man page)
  • DllCall("GetKeyboardState", ...) (man page)