I do not think there is a key for the locked bookcases (though note that not all bookcases are locked). Check with Urag gro-Shub every couple of days - he updates his inventory regularly, and always seems to have a book or two that I don't have (books that I haven't found anywhere else in my travels).
There are books that are specific to quests, as well as books and journals throughout Skyrim in various specific locations (dungeons, etc.). A few examples:
Spoiler http://elderscrolls.wikia.com/wiki/The_Dreamstride (unique appearance)
http://elderscrolls.wikia.com/wiki/Malyn_Varen%27s_Grimoire (unique appearance)
http://elderscrolls.wikia.com/wiki/Notes_on_the_Lunar_Forge
http://elderscrolls.wikia.com/wiki/Notes_on_Yngol_Barrow
http://elderscrolls.wikia.com/wiki/Atronach_Forge_Manual
http://elderscrolls.wikia.com/wiki/Mythic_Dawn_Commentaries_1 (unique appearance)
http://www.uesp.net/wiki/Skyrim:Old_Tome
http://elderscrolls.wikia.com/wiki/The_Four_Totems_of_Volskygge
There are many others found throughout Skyrim - you just have to explore and you'll stumble across them...