Keylogger can be physical or software. There are even some ways to try to detect what you type based on sound. I dont know how far you want to go;
LiveCD are good. You can take out the harddisk, start from a livecd. That way you are free from a software keylogger, but not from a hardware keylogger.
Antother thing you can do to reduce risk is decentralize your valuable data. Put one data (bitcoin wallet?) in one machine, other in other machine.
Be very careful with proprietary software you install , a lot of companies, criminals and governments are interested in making spyware and Trojans - not to your benefit.
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Hardware/Physical keylog is not a concern to me, I use MY own PC which no one else uses sometimes a family member of friend might use it, but they will not put any such device in my PC ...! so here my only concern is software keylog.