Check out Compustar starters.
I have the factory immobilizer on my '01 Sentra SE 5spd, as well as a Compustar alarm/starter and love it.
I gave the installer only a key chip, not a whole key to bypass the immobilizer for starting, so the thief would still have to hotwire the car if they broke in and were able to find the transponder box with the chip.(a box containing the chip/key with a lead wire is hidden deep in the dash. When the starter calls for it, the box sends the signal from the chip/key thru the wire to the ignition so it may start. I took the liberty of moving my box after the install, and hose-clamping it to something rather solid in a very hidden place- the lead can be quite long between it and the iginition!)
The compustar starters have you perform a quick sequence when leaving the vehicle in such a way that it HAS to be in neutral and have the parking brake engaged to auto-start.
When you leave the vehicle, put it in neutral, engage the E-brake, and leave. The car stays running after you do the sequence and remove your key from the ignition until you close the door- obviously it has to be in neutral for you to do this, right?
It's totally failsafe, and takes 1 second to do upon exit.
Add to that their alarm/paging protection and you have a truly kickass alarm/starter.
http://www.compustar.org/:xyxthumbs