No. Newly inserted keyframes will eitehr always be linear or, with respect to neighboring keyframes, Beziers, depending on teh situation. For creating ease keyframes from selected ones, the shortcuts are F9 (ease), Shift+F9 (ease in) and Ctrl+Shift+F9 (ease out).
Damn I was hoping for something like "just hold ctrl option and then click the keyframe button" or something like that. Oh well.