I want to use SGX to protect cryptographic keys. Attestation is mostly unnecessary.
For normal computing, as long as you control the machines and can bootstrap trust yourself, you don't need Intel's attestation mechanism at all. You do, however, need to ability to launch an enclave.
If the OS is evil and you don't do attestation, it can emulate SGX and run your code in a simulated enclave environment where EGETKEY returns keys that the OS knows about.
If the OS is not evil, you can use process isolation to generate and protect the keys.
Ignoring the cloud computing aspect of SGX, no amount of attestation can recover from your-OS-is-compromised-from-day-one scenario. The attestation is only as good as its verifier.