Just curious, are you British? Brits call them either Allen keys or hex wrenches, while Americans call them either Allen wrenches or hex keys.
And yeah, the ball-heads rock.
I usually call the individual ones provided as part of ikea "keys" (allen or hex, interchangeably, but she was looking for something other than hex)
If it is as part of a larger hardware set, or a comprehensive size array, I'd call them allen wrenches. Never "allen key set".
I lived in London and offshore-UK for a while. I guess that's when I started doing hardware stuff, out of necessity; before that, I was pretty much a crypto/math geek exclusively, and didn't deal with anything except on-computer.
Of course, after the caribbean, offshore, and Iraq, I am pretty comfortable doing most mechanical/electrical/hydraulic things. I wish I could be an A&P mechanic in skill level (I've worked with some, and they're pretty much the only "mechanical" people, other than mechanical engineers doing design-for-production, that I'd trust with anything critical)