I tried the clicker picker but I still can't decide...are there remotes that can tell if a device is on or off already? My concern is if something is operated manually that the remote will just run a generic "all on" or "all off" macro, even if one device is already on or off.

If you use discrete commands in the macro, you won't have this issue.
You need to be a little more specific about the devices you want to control and maybe someone can tell you what may work the best.

What are "discrete commands"?
I'm looking to control the following:
TV: Mitsubishi WS-55515
DVD: Pioneer DV-563A
Cable: I'll have to get this later
Receiver: Pioneer VSX-D608

The receiver remote is damaged and this is the one I need most. I need the remote to assign each audio input. I'm hoping a universal would do it. Otherwise, I may have to replace the receiver.

I know your TV and Receiver have discretes, and probably your DVD too.

Here's the difference:
Normal command- POWER toggles the unit between 'power off' and 'power on'.
Discrete command- POWER ON only turns on unit, POWER OFF only turns off unit.

There are many other discretes, like input select that will take you straight to a particular input.

Excellent, that helps a lot. Thanks!