I have heard of many guys who want to wear a chastity device, but who are into having a "long distance" keyholder, or a casual pro domme as a keyholder. Nothing wrong with that arrangement if you are into that, and I say this not to judge, but it's not my thing, and here's why.
Before I surrender the keys to my sexual release to you, I want to get to know you, and trust you intimately. I want our relationship to be established, to build from more than just a brief dialogue with a stranger over the internet. Before I surrender my cock cage key, I want our relationship to grow into something meaningful and long-term, where the bond of trust, the butterflies of romance, and the dynamic of submission is already well established. My keyholder will be someone I love, cherish, and respect, and interact with on an intimate basis, regularly. Not just during a once-in-a-while session. And certainly not someone I only know by an image on a computer screen. (Who could be any person of any gender behind that image on that screen.)
Surrendering the key to my device should be an act of love, of devotion, and not something I would freely give up to just anyone. And I suppose I am far more particular on that, then many subs. Part of this is practical; what if, for example, you have an emergency, and need to remove it, and the only address you have for your keyholder is some PO box two states away? But part of it is, devotion and trust is not something I give lightly, and the same goes for my cock-cage key. That, I am saving for my future mistress, domme, girlfriend, and life partner to be- if she will accept it.
For those who want to experiment with chastity play and the wearing of a device, I would say, be your own keyholder first. Then you will be ready when the right person comes along, to hand it off to her.