The guy at Autozone opened it up and checked the connections and everything and then re-tested it and it lit up their indicator. Still won't work on my car though.
I called the dealership that did the ignition switch and the lady said it could be a lot of things. None of which are happening with my car, but she said if the check engine light is on it won't work (it's worked before, but the light isn't on now), if there's a code, a security issue, etc. and that they wouldn't know until they look at it.
Also said I could get a key made for my door I just need the title, registration, and ID and the addresses have to match which is no problem except they'll probably charge me for it and they should have done that in the first place.