Is there a USB power consumption meter?

You didn't specify, but I know Windows (and probably other modern OS's) will tell you how much power is "required" for each attached USB device in the properties of each "USB Root Hub" in the Device Manager.

Regardless of that, unless you're talking about a physical hardware keylogger that has to be in-line with the keyboard, then you're not going to be able to detect it by electrical draw in the way you are suggesting (by watching the keyboard).

USB current/voltage meters exist. Here's one on Amazon (though unfortunately out of stock at the moment). Here's the same model on eBay (from Germany, but ships worldwide).

Alternatively, if you're up for a bit of DIY, see this project on Instructables. You'll need a multimeter, though, because that's just a passive passthrough connector that simply provides a couple of test points.

I would recommend this USB power meter...

http://www.smartronixstore.com/index.cfm?fuseaction=product.display&product_ID=53

I use it and it works great. Better than hacking up cables and trying to tie in a multimeter.