Have you heard about JP1? It's a protocol that is used to program One for All and a few other universal remotes. I'm not talking about just setting them up to work with your DVD player, you can set them up to do macros like hiting one button and having your TV turn on, switching to the right input and the cable box turning on all in one step. It's a little complicated but it's also very powerful.
The best part though is that most remotes that use this are pretty cheap. I got mine from Wal-Mart for $20 and it can control up to 8 devices. I've seen a lot of programmable remotes go for over a hundred dollars and I can match almost all their functionality with mine. All the Pronto remotes use a touchscreen that you will have to look at in order to use, having actuall buttons makes using the remote a lot easier without looking.
JP1 isn't for everyone, there is a pretty steep learning curve but you can't beat it's value.