I bought a pair of fobs and blanks for $28 on Amazon. I didn't think much about getting the key blanks until I found out that Home Depot gets $40 per key. I went to a local locksmith and had them cut, it was a good deal.
Look for the model of your key fob on the back, and then hit Amazon.
It is explained in the owner's manual, under the Keys, Doors, & Windows section.
Here is what is stated in the Yukon manual:
A new transmitter can be
programmed to the vehicle when
there is one recognized transmitter.
To program, the vehicle must be off
and all transmitters, both currently
recognized and new, must be
with you.
1. Remove the key from the
recognized transmitter.
2. Place the recognized
transmitter(s) in the cupholder
or on the passenger seat.
3. Insert the vehicle key into the
key lock cylinder on the driver
door handle. Then turn the key
counterclockwise, to the unlock
position, five times within
10 seconds.
The Driver Information Center
(DIC) displays READY FOR
REMOTE#2, 3, 4, ETC.
4. Place the new transmitter in
the transmitter pocket/insert.
Open the center console
storage area and the storage
tray. The transmitter pocket/
insert is in front of the storage
area next to the center console
storage area between the
driver and front passenger
seats.
5. Press the ENGINE START/
STOP button. When the
transmitter is learned, the DIC
display will show that it is ready
to program the next transmitter.
6. Remove the transmitter from
the transmitter pocket and
press K or Q on the
transmitter.
To program additional
transmitters, repeat Steps 4–6.
When all additional transmitters
are programmed, press and
hold the ENGINE START/
STOP button for approximately
12 seconds to exit
programming mode.
7. Return the key back into the