So if I buy a videocard with Batman gift in it I'm screwing with ToS...cause the stupid game is not shown in my region... Wtf...
No, you'll be fine. For one thing, you'll have proof of purchase. Even if they throw up a region error when you try to add the key (and then use a VPN) Steam cannot really disable your account as they have no way of proving that you didn't actually purchase that key in the US, etc.
For the record, I've added many keys to Steam for games not sold in my region. Some via VPN due to IP blocks, others without that need.
The only time Support got a little abrupt over that was when I kept asking them when they'd remove the IP block for Fear 3. They claimed I'd added a US only key to my account, but I showed them that I purchased it legally in Japan via one of their competitors as well as showing them that they did not IP block activation of that title in this region.
After that, they apologized. And before I could push the matter further, the game was suddenly no longer IP blocked.
I also activated a key for Just Cause 2 that came in an graphic card bundle (with thanks from someone here who traded it to me). At that time JC2 wasn't available in my region and the key added without issue.
Of course, I've never purchased a key from a CD key site, as I wouldn't fancy my chances with my Steam account if support got bitchy.