This question comes up frequently, and I never understood why. imho, there's really only one "proper" way to program this remote.

What I do is create all my devices, and put items such as the TV and Receiver on page 2. Everything they do is automated in macros, so there's no need to access them. If you do want to adjust something in them, you simply just go to page 2 of the remote.

Create the rest of your devices on page 1. Make all your macros, and make page 1 of each device have all the functions that you use regularly (dvd: angle, audio, sub-title, eject... cable: page up and down, list, live, replay... cd: random, repeat, disc select.. etc etc) and the rest of the pages have the rest of the functions that aren't used frequently (create a VCR in your remote and check out all the crap that pops up :) hehe).

There's no reason an MX850 shouldn't be activity based. Wanna skip the macro? Hold main while you press DVD and you go straight to the DVD page on the remote.