I actually was able to pick up a slim jim kit from a very unusual store once. I use it in such cases. However, most insurance companies cover the locksmith charge, so that's your best bet. You may already be paying for it, so why risk damage? My kit uses wedge shaped plastic pieces to wedge the opening between the door and frame, allowing for the other tools to slip in and hit the lock.

Most modern vehicles are immune to the coat hanger trick, because the window goes much more into the door frame, preventing access this way. Of course, having a spare key handy (I keep one in my wallet) is the best solution. It doesn't even have to have the chip, just to get you in the door, so can be copied anywhere...even Walmart.