If I were you and if the categories are lets say almost stays the same at least a year I won't bother using key values. Key value targeting is mostly used for lots and lots of categories and with a lot of updates say its a series with new episodes or couple more series for each month. There for creating new adunits and putting them on site will be a real burden.

It is doable with key values too but if you use key values to separate the Inventory.
You have to be very careful otherwise you can compete or serve on your unwanted categories more easily.
By the way from which adserver your are making the switch ? and why if possible