I've only had one problem with the keyless entry - it didn't work once.
Under some covered areas and inside buildings where there is an intense security system, the security system's own radio signals can interfer with the car's keyless system and shut down everything. This happened to me once at the NCM of all places when I pulled my '08 into the back cleaning bay there. It refused to acknowledge the FOB no matter where it was. The NCM personnel knew exactly what the problem was, shut down the security system for a few minutes and my '08 started right up and drove out. It has not happened anywhere else but I know what to do if it does.
I've never had any problem with my '06 - I guess the codes/frequencies it uses are slightly different and it was a Museum Delivery car.
Using the keyless entry becomes second nature after a while.
One more caution, if you open the trunk or rear hatch while the doors are locked, drop the FOB in the rear area and the close the hatch/trunk, you're locked out. Ask my wife! The FOB in the car warning only works if the doors are unlocked and then closed with the FOB in the car.