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I just got my 02 EB Z06 and it only came with 1 key so I had to do this. I bought a remote on ebay for about $10 and programmed it myself. Very easy. I didn't buy a hundred dollar one from the dealership.
Then I took my key to my dealership and bought a cut key from them for $56. You might be able to do it cheaper by buying a key blank with the proper resistor and having it cut somewhere for $1 but mine was easy. Did it all in a day.