Can you steal back the skeleton key?
Solution 1:
Unless you use the console there is no way to get the Skeleton Key back.
However, if you've got high enough lockpicking and have invested some perks that way, you could always grab the "Unbreakable" perk, which makes regular lockpicks work the same way as the skeleton key.'
When you use the console command to get the skeleton key the skeleton key breaks. The cheated skeleton key will respawn when broken but it's still not quite as good as the original skeleton key which can't be broken. When the cheated skeleton key breaks you have to find the place where the lock unlocks it. This can become annoying, but it does provide infinite lock picks.
I suggest not finishing the quest to return the skeleton key then you get the keep the original skeleton key. :)
Solution 2:
No, but you do get a cool power to use instead, one of 3, I usually use shadowcloak of the nocturnal to get some cool kills. You find lock picking hard enough to need the skeleton key?