I am told the key blank must be cut in Germany, so the dealer sticks you either way. Therefore you may want to research this further before buying anything from a non-VW source -- although my assumption is you can buy a compatible remote online and only purchase the key blank/cut/programming from the dealer. You must bring them all keys, including the valet, when programming the immo. It's what I went through when dealer finally ponied-up for my missing valet.
If you're trying to save cash, search the posts for a key cutter. I read one post earlier in the year about a member who knows a guy who can cut VW keys.
As for programming, I remember reading it can still be done with Vag-Com, but requires more effort on the A5. This is ideal if you're interested in programming the buttons to raise & lower the windows, too.