The Sonic Key is an item to be found in certain places in Las Vegas. You can fight the Gundroids near the hovel by Faran Brygo's place to get one, or the Cyborg Commandos south of the Vegas Jail in the northeast corner. Alternately, in some versions of the game, you can dig up one in a stash of rockets and explosives buried on the golf course (use a Shovel!!!). The stash is in the northern part of the course, in an area near four flags. You'll get a message saying "It looks like something is buried here".
Use it to get through three doors in the game: the two secret doors in the Mushroom Temple that lead to the Las Vegas sewers, and the door to the Lab at the last area of the Sewers. You need this to fix Max, and thus, to gain access to the Sleeper Base and Base Cochise, as well as the more interesting areas of Darwin Village. Otherwise useless.