Basically, I'm trying to figure out a way to authorize an application to use the Tooling API, but I would like to not have to set up a Connected Application. I've seen this question, but it doesn't really help me understand how to do it.
I've read about the Web-Server auth flow and the User-Agent flow, but both need a Consumer Key, according to the docs. What am I missing? If the only way to do this, like the previously cited answer states, is to use a SOAP login call and then with the key, do the REST calls, why is that?