Key servers are repositories of keys in public key systems, they are necessary infrastructure for the widespread and easy use of systems such as PGP and GnuPG. Normally KeyServers are publically accessible, allowing for querying, retrieval and long-term archiving of public keys.
If you're new to GPG, and wondering what you're supposed to do with your newly created key, here are some key servers you can upload and receive keys to/from.
(In recent versions of GPG -- such as 1.2.1 or later -- the options file has been renamed to gpg.conf)
There are many lists of publically accessible key servers, but many of the are very out-of-date. At the time of writing http://keyserver.kjsl.com/jharris/keyserver.html was a good, current list.
These servers (apparently?) don't synchronise with the above.