Do a new ignition module need to be program for a 2002 buric century?

Should have taken to a qualified repair shop , doesn't sound like you did any trouble shooting . Just replaced a bunch of parts you didn't need ! Leave the trouble shooting to a real technician .

It's the "someone is trying to steal me" sensor that plagues us all with GM cars during that time frame. They can program the computer to ignore it, but they charge about $200 for it. It actually occurs as the ignition gets worn, and starts to feel the key a little less, and thinks that someone it trying to pick it.

Generally speaking, the module is mounted on the side of the block and the coils are mounted to the module. You can remove the entire assembly and then swap the coils over to the new module.
There should be a wiring harness plugged into the end of the module.

someone told me to by getting out of the car and locking the driver door with the key, going to the front passenger door and unlocking, then relocking the door using the key. I have to repeat this step 2-4 times and eventually it will start. ?????????
This has nothing to do with it starting !

This is what's happening , Inside the lock cylinder are contacts that read the resistance of the pellet on the key , the contacts are getting worn out . You have two options , replace the lock cylinder or by-pass it all together .
The PASS-Key II® ignition key (1) contains a unique resistor pellet which is idenified by the Body Control Module (BCM) (2). There are 15 different key (resistor) codes. Only one ignition key resistor pellet code will work with each PASS-Key II® theft deterrent system.
Ignition Key Lock Cylinder
The ignition lock cylinder contains spring loaded contacts which make physical contact with the ignition key when it is inserted into the ignition lock cylinder. This allows the ignition lock cylinder to provide the Body Control Module (BCM) (2) with the resistor code embedded in the ignition key.

GM VATS Key Resistor Key Security Bypass
http://www.autopartswarehouse.com/sku/Buick/Century/Standard/Ignition_Lock_Cylinder/1999/SIUS222L.html?apwcid=bngpla

You do have a factory secuity system, and the used ignition lock is the problem, instyall the original lock into the used column.

Crankshaft position sensor , ignition module , ECM etc....

Try replacing the ignition module...

Did you replace the crank sensor that is bolted to the back of the module? Is it possible that you got two of the plug wires switched. Or maybe 1 of the two coils is bad.

I doubt it I think you are close I'd check ground wires at module and at frt left side of eng to trans bolts also ck connectors for module see if green if go to radio shack get elect cleane to use

check the crankshaft sensor or cam sensor