Why do you buy certain keys and are they for certain types of music?
I have keys in mostly D.
I have a C whistle that I bring out in a great while to play Tam Lin at session, because that’s the key they play it in.
I have a high G generation that I only have because it’s worthless and I couldn’t sell it. But I can’t bring myself to throw it away.
Back when I played in a band that had singers, I had many more keys of whistles (Bb, F, etc) because of the keys that some singers were comfortable singing in.
I use a D whistle more than any of the others, because it is the most handy to play with other people, and to learn new tunes that I hear.
I use a C whistle less frequently, to play with my my wife’s harp when she plays in the key of F and related minor and modes. Also because I have a flat set of pipes pitched in C Natural.
I sometimes play my Bb whistle, just because I like that whistle and it sounds nice. Sounds good for slow airs and O’Carolan pieces.
I have other keys, but rarely use them. One that I’m missing is a B Natural whistle, which I’d like to get some day as I also have a flat set pitched in B Natural.
“What keys of whistles do you have?”
All of them 
Cheekiness aside, to answer the question
“Why do you buy certain keys, and are they for certain types of music?”
For sure many people who are fulltime ITM players get by at ITM sessions just fine with only a D whistle.
There’s a shared repertoire uilleann pipes/flute/whistle that stays in the home range of Bottom D up to B or C in the 2nd octave, and mostly stays in one or two sharps. For that music a D whistle is perfect and all that’s required.
I sometimes like to practice tunes on an A or Bb whistle. I keep the fingerings the same, but the key would change if I were playing with anyone else. I do this because it feels less piercing at home in a smaller room. Some people can’t do the switch since their ears want to hear that tune in that (whatever it is supposed to be in) key and they have a battle with their fingers. But it works for me.
If there are singers who wish to be accompanied they may request a certain key. But I don’t play that role in sessions so I usually leave the other keys home. And from what I have gathered from years of reading C&F posts there are a fair number of posters who play with singers either in sessions, concerts, church or fun.
I have a low F and a low D I end up playing at home in the winter for some reason, but seldom pull out in the summer. They are very mellow and soothing sounds. But since I mostly play the flute at sessions I don’t find myself carrying out the low D.
Every now and then someone will pull out an odd keyed whistle in a session so they can play alone or with some other instrumentalist they “worked up a number” with. And once or twice that may be fine. But for the most part that excludes many of the sessions participants. It depends on the session if that is considered amazing or annoying. 
When I started out, I found whistles very cheap compared to my ukes & (chromatic) harmonicas, so I amassed a ‘collection’ very quickly. 
I have 2 full sets of Generations, (G, F, Eb, D, C, Bb), both brass & nickel, (because I didn’t know if they would sound different or not), plus 2 extra 'D’s & an extra ‘C’, (because of mix ups when ordering).
I also have a Faedog, Waltons, & an ABS Tony Dixon in ‘D’, (plus an old Clarkes), 2 Sweetone ‘C’'s, (one black, one silver), & 2 ABS 'C’s, (Recorder Workshop & Glenluce).
Then I have the low ones I bought for their tones :-
Tony Dixon Trad in ‘A’ & ‘G’, plus an aluminium tunable ‘A’, an aluminium Chieftain in ‘A’, a Shearwater aluminium in ‘F’, & my low 'D’s, a Howard brass, a Tony Dixon ABS, & an aluminium Chieftain (I think?)(no name on it).
I just play for my own pleasure, & like to pick up different keys of whistles, as it suits my mood. 
EDIT: Forgot to mention my ‘good’ high whistles, Tony Dixon aluminium tunables in ‘D’ & ‘C’. (With a Susato Eb to come.)
Yes, I’m more of a collector than a player, I suppose, but I enjoy them all. 
As fatmac said.. cheap compared to my other instruments (one guitar could finance the whole whistle collection over and over again), so I did buy a few different ones in the beginning.
Anyway, a bunch of high D whistles, where I have settled on one that I use (Freeman bluebird), and a second that I use in certain situations (Impempe D), and a third one that I would have loved to use except that unfortunately it has a slightly offset bottom hole, made for smaller hands apparently. Argh.
And a number of other common low-cost Ds that I don’t need.
A basically unusable Gen high G. A very nice Gen high F, but I never find anything to use it for. An Eb Gen that I came across in a shop and bought untested. It’s ok but a little scratchy-sounding, but anyway there’s not much use for it. A nice Freeman G and an A, I like them but I don’t need them very often. A Burke low D that I really like but there’s a lot of missing practice yet (and I decided to adjust how I hold it, which doesn’t help - there’s re-learning to do). I wouldn’t try to use it when playing with others - I need much more practice (and no time for it).
I have a need sometimes for a high C, but I have been unable to find one I like. I have two or three but I don’t use them for that reason. I thought the Impempe C would be like the (nice) Impempe D so I bought one on the net, but it’s a totally different whistle unfortunately.
My post above was addressing the fulltime session ITM player.
Of course what keys you need depends on the genre.
I used to do quite a few “legit” gigs, Church gigs and Studio gigs etc.
For Church gigs, at least Hymnal-based Church gigs, the Hymns are usually anywhere from four sharps to four flats, though five flats or sharps occur too. I’ve told of the Church gig where I ended up using only two whistles: E and Eb, due to all the Hymns being in three flats, four flats, three sharps, or four sharps. I got one call- I didn’t end up doing the gig-where I only was going to play one tune, in Db Major, for which I was going to use my home-made Generation C# whistle.
With Studio gigs it can be anything!
I did a St Patrick’s Day gig this year sitting in with a local Irish group and around half their pieces (songs, jigs, reels) were in C or F. I don’t think I’ve ever used my big Burke F that much on a single gig.
There was one gig where I needed a Gb whistle- the only time I’ve ever needed one.
Here’s the roll I show up with, at gigs:
the big alloy whistles from the roll L-R Alba Bass A, Goldie Low C, Goldie Low D, Burke Eb, Alba E, Burke F, Burke G
the small whistles L-R: FrankenGen in A (Freeman head), heavily tweaked Gen Bb, tweaked Gen B, Gen C, tweaked Waltons in C#, Feadogs in D and Eb
Great question Frizzygirl. I’m currently doing some street performances in a sweltering Paris. The whistles I’m using are by Roy McManus, and are in the keys of C#, Bb and G# on this trip. In Verona, last week, I played McManus whistles in C#, Bb and Ab (seriously).
Why those keys? Because they sound superb for particular tunes.
Over the Rainbow, Wimoweh, Up Town Girl, Bluebell Polka on the G# whistle (though not all in the key of G#); La Vie en Rose, Ave Maria, Bohemian Rhapsody and Verdi’s Chorus of the Hebrew Slaves on the Bb whistle (ditto); The Sailor’s Hornpipe, Tom Hark, The Great Escape and John Ryan’s Polka on the C#. Lucrative crowd-pleasers all (though I have to be circumspect about playing The Great Escape to international audiences) . And while many have admired Roy’s craftsmanship, no-one has ever asked me about the key.
To take a specific tune: Over the Rainbow on the G# whistle, in the key of C#, just ‘works’ for me. Plus … the range suits my vocal tessitura too, so I can sing a verse if the mood takes me.
All the best,
Sean.
Sean brings up an important point I overlooked, and that is accompanying a singer.
Singers want to be in the sweet spot of their tessitura, which can change at different times of day, if the singer it battling a cold, and so forth.
A song a particular singer usually does in D might be moved down to Db certain times. The guitarist can move a capo around, but the whistleplayer has to have the appropriate whistle to hand.
Thank you everyone! Love the pics too! Interesting to read what you all are playing with your whistles and what you have and use (and not use).
You’re welcome!
BTW you can see I’ve labelled all my whistles, and when they’re in the whistle roll you can see the labels.
That’s because at a gig, sometimes in dim light, you might need to grab a certain whistle really quick! You don’t have time to hunt around.
From high to low: F, G (neither ever get used), Eb (and I have an Eb that is waiting to be made into an E), D, C, Bb, A, and low D. I would like to add low Eb, E, and F, and thinking about G’s.
The same three?
Actually, no. I really do have an Ab McManus and a G# McManus.
Warm regards,
Sean.
“D” - for sessions. playing along with recordings in “concert pitch”, performance.
“Eb” - playing along with recordings of Scottish Highland bagpipes - also solo performance.
“C” - for tunes in certain keys, also song accompaniment.
“A” - a few tunes, mainly song accompaniment just recently.
I don’t play “low” whistles".
Enharmonic?
As it happens I have a D whistle and a C## whistle 
Many high Ds and Cs.
A Generation high Bb
A Susato high Eb
A Susato low D
A Susato low F
High - E, Eb, D, Db, C, B, Bb, A.
Low - G, F, E, Eb, D, Db, C.
David
I have mostly high D. Recently purchased one with both B-flat and A tubes. I like their sound on slow reels. They are also less forgiving on the ornaments - great for keeping sharp when I begin to get sloppy at speed on the Ds. I play some hornpipes on my old Generation F. My mom loves these tunes and thinks they sound like the old music boxes. Try Enda Seery’s Dairy Hornpipe on yours Fs.