From a guy's perspective, those wireless keys are annoying as hell, because I keep it in my wallet. Most cars will start freaking out if you leave the car with it in your pocket while it's still running. Not only that but sometimes you get locked out when you don't want to, etc... because you left a certain radius. Example: returning a cart at the store.
Keyless entry fob... OK.
Proximity system... needs some work still, especially from a wallet-carrying perspective.
I'll have to admit, I like just pressing a button on the door handle to unlock and being able to just walk away, but more often than not the slick-factor gets carried away and causes more pain than good.
edit: I have a Mazdaspeed6 with the proxy key.