Take a look at the TSCC press Kit made by FOX to accompagny the series premiere on FOX, on January 13th 2008.
This promo collectible was never available for purchase in stores and only sent to FOX TV executives and members of the media.
It all started when these lucky few received a mysterious nondescript plain white envelope containing a simple note, signed by John Connor, and a key (see below photo).

A few days later, they received a Security Trust of Los Angeles Safety Deposit Box A-117 (it's a real metal distressed safety deposit box with a key in the lock. Two items were inside the box:
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A DVD copy of The Pilot episode and the second episode "Gnothi Seauton" that aired on Jan. 14th.
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A USB drive containing cast photos and short TSCC videos clips
Here are photos of the items enclosed in the Terminator : The Sarah Connor Chronicles Press kit, including pictures of the famous TSCC dog-tag :





UPDATE : Here are screencaps of the pilot, where you can see the Security Trust Of Los Angeles and the safe box a117, that had bundles of keys inside (see KevinInScotland additional references to TSCC's pilot in the comment section) :



FOX did a good job marketing the launch of TSCC. Unfortunately, the Gods of TV decided it should not have more than two seasons. But i'm glad that people like Thomas Dekker, Summer Glau or James Middleton never miss an opportunity to remind us of the awesomeness of the serie.
Side note : i'd like very much to have one of those TSCC dog-tag key chains.