If you have locked your keys in your car (and it isn't one of those On Star - what-have-you cars), (and who hasn't?) and you have towing on your insurance policy, - everyone should call.
The "towing" part of insurance also covers locksmiths. My insurance agent did not tell me this - but the locksmith did.
So don't damage your car trying to break in (if you have this coverage). Just call the locksmith and it is paid for - or at least mostly paid for.