If you are asking about Intel master cpu-specific key, then no - you cannot replace it with your own.
As for your own keys - you can load into encrypted enclave whatever data you want. Is it a key, an bitmap, an email - it doesn't matter, CPU doesn't care about that. You don't really load your own key into CPU. You load into memory that is under protection (enclave).
For keeping whole OS in enclave, that wont work well. At least for current generation CPUs. Because the max size of enclave is not very large. For example, Insipiron 13 i7359 laptop has only 128MB available for running enclaves. If you will want to operate with larger data, a lot of swapping out to regular memory will be required. That will decrease performance even more.
If you don't keep whole OS and apps into protected memory, SGX could still help for full-disk encryption. You could keep FDE key in enclave, and do the encryption/decryption in there. When driver needs to decrypt or encrypt block of disk data, it sends buffer to SGX enclave, and receives back decrypted or encrypted buffer. This way key won't be available in plain anywhere. You won't be able to lift it from memory.
And SGX will definitely help data centers - you will be able to store SSL private keys, ssh private keys (if needed) and similar sensitive data. No more need for expensive HSMs. It's great for platform security.