The ignition is locked and the car wont start.

Check for other loose heat shields.
The shield you removed would allow more noise to enter the cabin too.

How to voltage drop test starter motor circuit Looking at a wiring diagram an testing the starter circuit with a DMM - digital multi-meter is the way to find the problem . Free wiring diagram's here http://www.bbbind.com/free_tsb.html Enter vehicle info. year , make , model an engine size. Under system click on engine then under subsystem click on starting . Click the search button then the blue link .
Looking at the diagram you will see this starting circuit is computer controlled . Ignition switch is a low voltage input to the BCM - body control module. A message to the ECM - engine computer from the BCM requesting a start over the serial data network (class2) will energize the relay sending B+ voltage to the S terminal on the starter solenoid . Your best bet mite be to have it towed to a qualified repair shop.

First of all your service light came on so give it a service then have the service light reset then check the thermastac, water levels and the choke is working properly and all the elecric working parts are good

That sounds like a battery issue. Batteries have whats called CCA (cold cranking amps) it is the main thing to pay attention to. This is a measure of how much current the battery can provide at 0 deg F. Batteries work better when they are warm, so the colder it gets, the less current it can provide.

Starting an engine requires a lot of current, over a very short time. Meanwhile, cold engines are harder to start, requiring more power to get them going. So look at your battery and its CCA and since u said u bought the car a few years ago. You probably didnt replace the battery yet have u? Batteries usually have a life of 4-6 yrs only. Hope this helped

is neutral/park relay ok ?(if not it wont allow starter to turn over) check relay first. if it is ok starter could be stuck(its internal brushes collect t deposit from road in time and deposits cause it to stuck when environment get humid (sometimes rusted). try to hit to starter under car with a mid size hammer (short and instant hits)

It needs a new ignition switch. Its a small switch attached to back of the igntion lock in the steering column.

The same thing happened to my 2003 Saturn Ion. It was a bad ignition switch. I have not had any problem since mine was replaced - it was about $150 and this was four years ago.

The passlock sensor in the ignition switch which reads your key as it is turned and sends that data to the Body Control Module did not read your key properly. Now it depends on model of Saturn you have. The Saturn Ion could have a bad ignition switch, but the Saturn L-Series could have a bad ignition housing. The Ion's are notorious for having an ignition switch issue which will cause the car not to start.

Please let me know if you need anymore info.

get a new ignition lock cylinder. they usually have simple instructions with them on how to replace

Google Saturn Ignition Lock and you'll see that this is a major problem with these cars. I bought a 2003 Ion in May 2008 and have had it in the shop 3 times for starting problems. I just had the entire ignition lock system replaced last month and so far it's been okay. Saturn will acknowledge that this is a problem, but there is no recall or true fix for it.