No kidding. I have over 2500 games on my account now, and I haven't even been redeeming the bundles I buy each week because it is too time consuming to follow the process every time.
For some reason if you try to redeem a key for a game you already have, it counts as a failure. Too many failures and you get locked out from entering keys for a period of time.
So either I have to search each title before redeeming the key to see if I already have it or I have to try a batch of twenty, and wait an hour if I had too many duplicates.
Some sites are now letting you link your Steam account and they will tell you if it's already in your library. I wish more would do that.