I just purchased an 02 ZO6. It only came with 1 key and key fob. I have seen on ebay where I can purchase a new set of 2 key fobs and it comes with programming instructions? Has anyone done this? Is it legit and will it work?

I also recently bought a 2002 Z06, mine however came with two keyfobs. I have heard good only about the aftermarket keyfobs, just my .02 though

If they are GM fobs, they'll work just fine. Your owner's manual has the re-learn procedure in it...