To answer your questions:
Yes (IMHO) it is worth getting setup direct.
If you do not have an available relay, put the CS-IRKITCCUS [Link: metrahometheater.com] in the IR chain.
It is an IR connecting block with a built in IR code learning double throw relay.
I would also suggest the CS-IRCC cable [Link: metrahometheater.com] to go between the IR port on the room box and the IR input on the CS-IRKITCCUS.