Where in the world is this located in a 2006 Rav4 Limited?
Well the immobilizer isn't really a device, but rather a system. What part of the system are you trying to locate?
The system uses an RFID chip inside the head of the key.
This is similar to the device hidden in merchandise that causes the alarm to go off when you pass through sensors when trying to leave a store.
The sensors for the system are located around the ignition switch. Your key transmits it's unique code, and if it doesn't match the code in your RAV's computer, the engine won't start. So your RAVs ECU is the final part of the system.
If you purchase a new key, you need to go through a process in which you tell the computer to accept the code being transmitted by the new key.