Having set up a few URC remotes (850,950,3000 but not the 890), I found the best route to be:

Stage 1
Forget about Marcos and punch through, take three devices (AVR, TV, and in my case the 'source' I use most SKY), and set up each of these as a seperate device with all the buttons I use from the originals.

Stage 2
Test Stage 1, put the orignal remotes away and use the MX890 as 'three remotes in one' for a few days and fix any bugs.

Stage 3
Add punch throughs (probably only such that Sky and the TV devices use the AVRs volume).

Stage 4
Set up a simple 'boot macro' for sky, the basics are:
Turn on TV
Turn on Sky
Turn on AVR
Set TV to sky input
Set AVR to lowish volume
Set AVR to sky input
jump to Sky page on 890.

This is not hard, but you will need to experiment with delays between commands, etc.

Stage 5
Have another play with the remote and after this you will have a much better idea of what else you want and can do. You can use the Sky macro etc as a model for other devices.

Best of luck, its good fun, if you enjoy this sort of thing !