Well, it took a bit of doing, but I finally got all of my Pioneer VSX-72TXV remote commands programmed into my MX-500. Per the hints in this thread, I picked up a One4All URC-8811 and used it as the go-between learning remote. As I said, it took some doing... because the 8811 has a very small amount of memory (and the Pioneer's advanced commands are long), I had to stop and reset the 8811 between "batches" of commands. (I found the reset codes for the 8811 on the web.)
Now the URC-8811 goes in a drawer until I might need it again. I've got the MX-500 configured exactly how I want it and I'm half tempted to buy another one to clone over and keep a "backup".
BTW, I set up a device called "DSCRTS" (short for Discretes) on my MX-500. I used a Harmony remote to teach some of my component's discrete codes to my MX-500. Rather than put them on pages with each device (due to lack of room), I created a dedicated "device" for them. Now I can add them to Macro's as needed. That still leaves me with two open device slots on my MX-500 so no problem.
Oh.. one last thought... as components (like the Pioneer receiver) get more and more complex, the 4 pages of LCD screen buttons on the MX-700 and newer models is looking mighty attractive. Too bad it absolutely requires a Windows computer (I'm a Mac user). If they had a Mac version of their editor software, I'd probably already have purchased an MX-700. (Yes, I am aware of using PC Emulation software but that would double the cost of buying one.)
