You will need a GM Tech 2 Scan Tool with it’s 32MB card (updated) and the CANdi module. I have seen the pair sell for as cheap as $250 on obd2tool.com and as much as $3000 off eBay.
Btw, if you look for a decent tool for use only, it’s ok to have a cheap but functional china clone.
Seems like the old answers are a cheaper and easier solution.
1. Have a GM dealer do it
2. Have a locksmith do it
3. Buy the Dorman part that comes with a programming module for less than $80.
Those options are cheaper if you do not have a Tech 2. This is why you will expect to pay for a Tech 2.

Which is like saying it is cheaper to take my car to the shop and have them change the water pump for $100 instead of me going to sears and spending $250 on a cool set of craftsman tools and a toolbox and doing the work myself. Personally, I am heading to Sears, because those tools will keep on saving me money for the rest of my life.

Yes, the Tech 2 does other things besides programming a key fob and you really would have to be a chevy buff / mechanic before it would be worth buying one. The tech 2 is not for everyone.

The Tech 2 is a powerful, versatile hand-held diagnostic computer, designed to help diagnose and repair automotive electronic systems.The Tech 2 supports the changes in the on-board electronic systems for model years 1992 to 2013. With the addition of the CAN Diagnostic Interface (CANdi) module, Tech 2 will support GM on-board electronic systems thru 2013.

The CANdi is an in-cable module that works with existing Tech 2 components including the VCI, cables and adapters to add CAN diagnostic capability to the Tech 2 tester. The CANdi module is fully backward compatible with current Tech 2 functionality and operates transparently when diagnosing non-CAN-equipped vehicles.

The Tech 2 has since been replaced with GM MDI.
Test: Tech 2 programmed key fob to 2006 Chevrolet HHR