Install a remote starter.
Remote starters are downright cheap these days. You can get one with some pretty cool features for about $70 (Bulldog RS82B from sears.com is one choice). If you can read a wiring diagram, are patient enough to use a test light before you connect wires and are willing to take the time to make really good splices, you can install a remote starter yourself and save about $125.
If your vehicle has an antitheft system, make sure the remote start unit includes all the necessary components. Some "inexpensive" brands require additional (and costly) antitheft bypass modules. The Bulldog RS82B unit shown here works with most antitheft systems and comes with a computer-safe test light and wire splicing supplies.
Download the free wiring diagram for your specific vehicle from the manufacturer's Web site (in this case, bulldogsecurity.com). Follow the instructions. When finished, you can program the unit to work with your key fob remote.
If you want more high-tech features, get Bulldog Security's Deluxe 500 model $200). You'll get a two-way LCD transmitter receiver with a half-mile range. The starter sends a confirmation signal back to the receiver letting you know the engine has started. And the in-car temp sensor reads cabin temperature and transmits that to the screen as well. The deluxe unit also includes remote keyless entry, so you can ditch the factory remote.