here....

1. //
2. // from http://www.processing.org/reference/keyTyped_.html
3. // (modified)
4. //
   
5. boolean keyIsHold=false;
6. void setup() {
7. }
8. void draw() {
9. } // Empty draw() needed to keep the program running
10. void keyPressed() {
11.   if (!keyIsHold) {
12.     println("pressed " + int(key) + " " + keyCode);
13.     keyIsHold=true;
14.   }
15. }
16. void keyTyped() {
17.   //println("typed " + int(key) + " " + keyCode);
18. }
19. void keyReleased() {
20.   println("released " + int(key) + " " + keyCode);
21.   keyIsHold=false;
22. }

If you plan to cumulate drawings on screen, you can just do:
switch (key)
{
  case 'a': line( ... ); break;
  case 'b': rect( ... ); break;
  case 'c': ellipse(... ); break;
}
and so on.
But if you call background() in draw(), it won't work.
You can also memorize the successive keys in an ArrayList.
Thus draw() can iterate on the list, and apply the method given above.

like this

1. // Example 05-20 from "Getting Started with Processing"
2. // by Reas & Fry. O'Reilly / Make 2010
3. void setup() {
4.   size(120, 120);
5.   smooth();
6. }
7. void draw() {
8.   //background(204);
9.   if (keyPressed) {    
10.     if ((key == 'a') || (key == 'A')) {
11.       line(30, 60, 90, 60);
12.     }
13.     if ((key == 'b') || (key == 'B')) {
14.       line(30, 20, 90, 100);
15.     }
16.   }
17. }