Gently jiggling the steering wheel while turning the key is the usual advice, but you've probably tried that.
A member in the Isuzu Rodeo Shift Lock Control discussion was able to free the stuck key in his Rodeo by squirting WD-40 in the lock cylinder (link below).
There should be a shift interlock bypass (check your manual for the location - often it's a little hole on the steering column). Try sticking a narrow screwdriver in the bypass hole and see if that will release the key.
Some Aztec owners with stuck keys were told by Pontiac to shift in and out of Park several times to free the key. Poor battery connections or a weak battery have been an issue with Azteks, Cobalts and other makes with stuck keys as well.