I'd recommend anybody with two factory grey keys program a third key. This whole process is such a mess and a third key is good insurance. If you loose the third one you can always program a new one. I've heard that if you have only one key and go to a locksmith they simply clone the key so you can't use that pair to program a new key yourself. If you have two real keys all you have to do is cut a third and you can program it with the other keys so you save that cost. I've done it, it's easy. If you only have one grey key there's not much point in cloning more than one extra.
Sorry for you guys that had problems, I know this isn't much help. Hopefully others read this and avoid the trouble.