Is you current key a factory key? If so, it doesn't contain a transponder chip that can be relocated to a new key - the transponder chip is part of the internal circuit board (part G below).
Because of this, you are not likely to be able to simply buy a cheap key and get it going. There ARE ways to make this work but it requires advanced programming of the EWS system in your car.
If your current key is already a cheap copy key, then this programming may have already been done and you may be able to do as you suggest....