What is your year of car?
When I've done them I've bought a used fob, reprogrammed it in VCDS to open operate central locking, bought blades cut from pics from a guy on ebay, then got a virgin chip and programmed it to the IMMO using the SKC in VCDS (obtained using Commander).
All in this costs about £45 for a full remote key, but if your car is 2007+ then you're pretty much consigned to the dealer.