Some cars will lock all doors when you jump out, and your elbow hits the button on your way.
The easiest way to get in is, as you said, a spare key.
You don´t need a key with immobilizer chip, just a mechanical key. Keep it in your wallet or hide it somewhere under the car, inside a backlight( under the plastic), or maybe in your shoe.
Many people think that picks would be good to have on you, but if you can´t keep track of your key, how can you remember to keep the pick on you?
And a key will open the door more reliably anyways.