The Sony sounds like what I've been looking for, but before I shell out >$100, let me ask if it can really do what I want.
Can I program it so a single button will:
1. Turn on my Mitsubishi TV
2. Turn on my Sharp VCR
3. Turn on my Pioneer receiver
4. Have the volume buttons control the receiver
5. Have the channel buttons control my Scientific Atlantic cable box?

Can another button turn off the TV, VCR, & receiver (the cable box typically stays on)?

Can it also control my Technics CD changer? So that one button turns the receiver & CD on and sets the "channel" buttons to control the CD disks and tracks?

As you can tell, I haven't fully developed the concept of "brand loyalty".

Thanks for the advice.

The RM-AV2000 has three macro buttons which can be made up of any sequence of other keys. So, turn system on, turn system off, etc. is possible.

Thanks for the response.

So the macro would also tell it to set the channel buttonsn to control the cable box? This is basically the only thing I can't do with the Pioneer's remote. That is, it can turn everything on, but it leaves the channel buttons associated with the VCR (or TV, I forget which). I end up using the Pioneer's remote for turning on and volume, but the cable box's remote for channels.

This thread relates to the MAIN FEATURE that I am looking for in a programmable remote: The ability to execute a macro (specifically, to power down a series of components) on a sleep timer!

Though the technology is surely there, I NEVER see this feature (except in the A/V Producer 8 which did not work well in any other respect). Does anyone know if there is a remote out there that does this, such as the new Pronto, or Take Control?

I can't believe that any manufacturer that thinks that turning a TV off on a sleep timer, does not think that it is equally important to turn off the entire home theater system on a sleep timer....

I can't comment on the timer issue, but I can tell you that the AV2000 does seem to provide the capabilities I needed. And I like the feature that allows me to have the volume buttons control my receiver while the channel buttons work the cable box.

Incidentally, J&R quoted me $149.95. When I mentioned this internet thread, the price immediatey dropped to $119.95 (plus $6 s/h). Ordered on a Friday and it was at my door on Monday (of course, it only had to go from NYC to Connecticut, but still).