Two years ago I got a Honda Odyssey, which uses a chipped key. For those who are still blissfully unaware, chipped keys have a small radio transponder that is recognized by the car's computer. If you turn the ignition switch but the car doesn't find a chip to talk to it won't start. For some cars a dealer is the only place you can get a replacement key. Another problem is that the keys are like hotel pass cards - get a new key and the old ones stop working if they aren't reprogrammed. Even if you can get a new key nearby you'll have to pay to have all of your keys reprogrammed later on. Just to make things even less convenient for paddlers, on our model the remote entry is built into the key, so it's not waterproof.
Considering the implications of losing my key when I'm hours from home on a Sunday I decided that getting extra keys was something to do before I started losing them. In my case no locksmith could make duplicate keys, and several dealers told me that the only keys they could make were the master or valet keys, at upwards of $130 and $35. After a few more calls I found a dealer that was equipped (or maybe just smart enough?) to cut some simple old-fashioned door keys. Since I bought a pair of valet keys they cut the 4 door keys I wanted for free. I've got a door key in a hide-a-key (that I had to epoxy to the all plastic underside of the car), and another one lives in my PFD. My regular key stays with my dry clothes at the take out, and for good measure I keep a valet key in the car all the times, so the worst case scenario is breaking a window to get in. It may be a bit overkill, but it's cheap insurance against losing a key or running shuttle without the PFD.
Everybody who hasn't planned ahead for losing a key should do it now. If your car uses a chipped key you should do it yesterday.