Hello!
I represent KeyNet.com, an online store for transponder keys, fobiks and remotes for most makes and models.
I came across your forum post and thought that maybe we could help with your missing key issue.
You can go here:
http://www.keynet.com/grand-prix-1996/
to see what we offer for the 1996 Grand Prix - that type of key is what's known as VATS Key - the chip is on the blade rather than inside the plastic head.
For programming, we recommend using local locksmiths, they generally have access to the programming codes and are usually MUCH cheaper than dealerships.
Hope this helps, good luck!