Certain harmony buttons can't be programmed (Activities, Devices, Help, Off, Media).

I'd like to know how you handle input selection where you have to cycle through a list of inputs to get to the right one, and the number of inputs that you need to cycle through changes depending on where you were previously.

The harmony figures this out automatically and dynamically adjusts the input steps as needed. With other remotes you have to program this into state memory or have separate macros for every possible permutation.