Well I suppose if someone was malicious enough they could have a chip replaced but generally i wouldn't think so. i would get the chip and hopefully you will never need to use it.
Yes, they do NOT need to be asleep to get a chip put in but if your going to get a spay do it at that time. It does hurt. I've seen them put every single one of mine in and they are in a lot of discomfort.
You could also have a chip put in during a teeth cleaning. Often times, their put under for that depending on where and how the teeth cleaning is done.