How can I get the key to my professor's lab?
Couldn't your problems be solved -- or at least, manifestly made your lab director's responsibility -- just with some planning in advance?

You wrote:


  An issue that came up today that made me vent off some steam on the Academia StackExchange. Instead of going home, I stayed after my morning class so that I could go to the lab and get some research done. However, no one was in the lab. I called my lab mates, but they either had work, had their key taken from them, wasn't answering, had gone on a trip... You get the idea. I ended up investigating the lab equipment of an adjacent lab. 


(By the way, you had a morning class and then couldn't get into the lab on a Saturday?  That makes me wonder where in the world this question takes place.)

You make it sound like your decision to "get some research done" was made more or less on the spur of the moment.  


  This isn't the first time either. One time I had arranged with two people to come the next day: neither came nor informed me. This is especially inconvenient when the lab is on a remote section of the campus. 


This time you planned it one day in advance.


  Once, he said that he would give me the key, but only if I came to the lab more often. I explained that as a human I do get tired and need rest: as much as I love research, I don't want burnout either.


All of these things add up to the following conclusion: you and your advisor don't have a clear understanding of when and how often you'll be working.  So you drop by sometimes, find out that no one's there, and maybe that's your fault because somehow you've implicitly agreed to show up as much as you can but at random times.  That's not professional behavior!

I see a rather easy fix: first, agree with your advisor how much time per week you'll be spending in his lab.  If you hear a "As much as possible if you don't want me to think you're lazy" response, you'll have to move the conversation past that.  You can promise in advance to devote XX hours per week -- i.e., you have to figure out in advance how many hours -- to the lab.  (If you and your advisor can't agree on how much time you'll be spending the lab: sorry, but you don't have a wonderful working relationship, you have an entirely dysfunctional one.  But since you have mostly positive feelings about your advisor, I am optimistic that he will listen to reason here.)  Then you need to make a schedule with your advisor about exactly when you'll be in the lab.  If he doesn't want to give you a key -- okay, but then it's his problem when you get locked out of the lab, not yours.  Every time that happens, you don't call up every other member of the lab, you leave, and then the next day you approach him and say that unfortunately you couldn't get into the lab at the time you had agreed upon, so is there some aspect of the agreement he'd like to adjust?  

Bottom line: if you model the behavior of a professional rather than someone who drops by when he's interested, you'll implicitly challenge your advisor to be professional to you in return.  It seems unlikely that someone who cannot rise to the standards of professionalism set by a conscientious undergraduate could be a successful lab director, so I am rather optimistic that this strategy will work for you.