I tried KeyCue some time ago but it didn't work in Photoshop so I stopped using it. Then I discovered an equivalent solution built into OS X. Check the Keyboard & Mouse preferences; under the Keyboard Shortcuts tab you will find, in Keyboard Navigation, the option to "Move focus to the menu bar," among other things. The default shortcut for this is Control-F2. It will highlight the menu bar, beginning with the Apple Menu. You can then navigate left and right through application menu items using the left and right arrow keys and move up and down the menus using the up and down arrow keys. These menus will show you the available keyboard shortcuts and you can activate them directly by selecting a menu item and hitting the Return key or the spacebar. If you open one menu and leave it open, you can move to the next menu and it, too, will be open. Thus you can move quickly and easily through all available menus - and see their shortcuts, if that's what you're looking for. Not only is this solution compatible with every application on your computer (that has menu bar items), it is easy to use and it doesn't cost a penny extra.

Now some people may prefer to use KeyCue, and that's fine, but it seems to me a utility that you have to pay so much for should provide a service not already available in the operating system - or at least implement that service better than the OS does, which is the case with some third-party products. Personally I see no advantage to KeyCue whatsoever. If I'm wrong, feel free to enlighten me.