The simplest way is to just put in IR controlled lutron dimmers/switches, but then you have to point the remote at the actual switch to control. I've never messed with any zwafe stuff so I can't help there but you'll need some sort of IR-to-zwave gateway device and then will need to find the IR codes for it. UPB would work the same way, you'd need an IR-receiver-to-UPB converter. The only reason I mentioned UPB is that it communicates over the house power wiring instead of RF and could be more reliable than an RF lighting solution. I've done some other RF lighting units and depending on the house size you may need repeater units which will add to the cost.

I also don't know of any simple thermostats that you could control via IR. Aprilaire has a thermostat that will work with a lot of big home automation solutions, but you need the right hardware, I don't think you're going to find something you can control with the remote. Besides, the remote is a one-way device itself so with things like security and HVAC if you're just using the remote (as opposed to some sort of onscreen interface) then you're really not gaining much use since there won't be any sort of feedback on the remote. Unfortunately to get to the degree of simplicity and use that I think you want, requires a not so simple approach.