I'm liking my Harmony One right now, but my AV receiver has a fussy IR sensor or something, and my PVR pops up a prompt if you try and turn it off while it's recording.

With this in mind, if I press POWER on my Harmony to end the activity (in this case, watching the PVR) and the AV receiver doesn't pick up the power signal or the PVR does it's prompt thing, I wind up with the device still on while the remote thinks it's off. At this point I have to find the component's remote and manually turn it off, which quite defeats the purpose of the Harmony.

Is there any way to cleanly/automatically turn off everything with the Harmony? I was considering setting up an activity to do it, but apparently when I set up a custom command and add a device, it wants to turn on the device when I start the activity, and then I have to manually end the activity. Since my TV only has a "power toggle" option, if it happens to accidentally get stuck "on" and I hit the custom activity, it will get turned off with the "on" switch, and when I end the activity, it'll turn it back on.

Also, I'd like to set up something that allows me to either automatically say "yes" or "no" to the PVR's prompt, so if it doesn't turn off I can opt to either cancel the recording and continue to turn it off, or at least dismiss the dialog.

I guess what I'm looking for is a way to execute a sequence directly (TV-power toggle, receiver-power off, PVR-power off to turn everything off... PVR-exit by itself to dismiss the dialog and let it continue recording... PVR-down, PVR-enter, PVR-power off to cancel recording and turn off the PVR)... is there anything available along those lines?

First, you should only use the OFF button when you're finished with all activities. If you just want to switch to another activity then you just select that activity without hitting OFF first. Not saying you were doing that - just wanted to make sure that was clear.

Anytime a device fails to turn on or off or fails to select the right input, all you have to do is press HELP. It will automatically fix the problem if it can, then ask questions about each component until the problem is fixed. In this case it will either reissue the power off command as soon as you press the HELP button, or it will ask whether that component is off and if you say no, it will turn it off. Or you can just go into the Device menu and issue the power off command from there - no need to find the original remote.

I assume the Activity Exit commands are issued before the devices are powered off, so I don't think that will work. What happens if you just ignore the prompt? If it keeps recording then I would just leave it that way. Why would you ever want to cancel something that is already recording?

The One doesn't have a Power button.
The Off button is actually the one you were asking for: "Is there any way to cleanly/automatically turn OFF everything with the Harmony" - it turns off but doesn't turn on as a Power button would.
If it doesn't work the first time, as with your recorder, a press of Help will make it work the second time.
Changing between Activities rather than ending them all changes the problem - you'd need to add an "off" command to the end of the recorder's Activity, then the automatic Off will confirm that.