Many vehicles are onboard programmable. This means that you can program your car to recognize the remotes yourself, without special equipment, locksmith, or dealer. You can go to remoteandkeyprogramming.com
to view the instructions for your car.
On models that are onboard programmable the instructions will be there. For vehicles that are not onboard, it will say so. For those vehicles you should use this site to locate your local automotive locksmith.