Freeky - exactly the same thing happened to mine yesterday. I came on here to search for the answer. :-[
Did you find out whether it is the coil? In my case I just pulled up in a car park, switched the engine off. Then 2 mins later went to start it again and there was no spark.
My car doesn't have an immobiliser. Is there anything else it can be? The dizzy, rotor, leads and plugs are all in good nick.
Albo