I know that you can program the remote sender, can a DIY'er program a key or is it only something a (blech) dealer can do? One of my keys got smashed and the little blue chip(?) is missing. There are some for sale on ebay, but before I bought one, I thought I'd ask.

 

ouch, that's going to cost you a bit.
the key can be bought from the dealer for around $30. (they say it's because the key's made out of titanium...)
and as far as i know, only dealers can program the keys.
this will run around $65...yeah, the grand total comes out to a $100 for freaking car key!!!
when you do this, bring the rest of your keys too because once they re-program one key, they have to change all the codings other wise the car won't start with the older ones.