I am assuming that you do not want to check the keyPressed boolean in draw()...
Wait, doesn't keyPressed() already do that?
EDIT: Just tested it, you shouldn't need anything other than keyPressed() to get a continuous stream of calls to it...

Do you know how to control the rate that keyPressed gets called? I guess you could use wait, if processing has that.

Well, I would normally have a global int lastPressed, and every time keyPressed() is called, check if (millis() - lastPressed > 200), then do what you want and at the end make lastPressed = millis(). In other words, When a key is pressed, if the time since it was last pressed is greater than 200 milliseconds, then execute my code.

I just went back and tried this again and it does just call keyPressed when I hold it down... I don't know what was happening the first time.