How to always show "Library" in the Finder its "Go"-Menu without holding a modifier key?

There is no system-tweak-able setting (for now) that will change the "Go" menu behaviour.

Basically, whether you have a shortcut defined to open Library or not, you'll have to hold "Option" to make Library visible in the menu.

Alternatives from the comments for quick access to Library (as a workaround to it appearing) are to

• add ~/Library to your Finder toolbar
• add ~/Library to your Finder sidebar
• define a Finder keyboard shortcut
• unhide the folder with chflags nohidden ~/Library
• automate typing ~/Library and use Go To… Command-Shift-G
• place the folder in the Dock or an alias to it on the Desktop (or elsewhere)

This isn't exactly what you've asked for, but it's as close as you can get for now. Open Terminal (in the Utilities folder) and type this command, and the Library folder will be visible in your home folder as it always was before Lion. The setting should stick until the next time you install an OS update, at which point Apple will "fix" the invisibility flag for you. Just do this again at that point, and all will be well.

chflags nohidden ~/Library