There's a way to put it in Valet mode (check your owner's manual), that will prevent the alarm from going off. You might need the remote, though.
Also, when you get out of it, lock the car with the key, not with the button. This will not arm the security system and allow you to unlock it with the key normally.
If the alarm is going off, put the key in the ignition, and quickly turn it from "off" to "on" (2 clicks) 3 times. This will turn off the alarm and allow you to start it.
And yea, used fobs aren't hard or expensive to get a hold of, and you can program them yourself (instructions in the owner's manual).