There's more than one way to do this, but I'll speak to the system I know well-- JP1.

You could buy a RCA RCRP05B for $20 (Best Buy, Walgreens). The Sony TV and DVD, plus Denon codes are built in. But the WD and KWorld would require an upgrade, which you would install via a JP1.3 flash cable ($29). The Kworld might require you to learn the codes from the original remote--I'm not sure of the exact codes for your model. Once the codes are learned, JP1 software can turn those into a standard upgrade. If you later decide to change to a different remote, you'll have an exact description of the IR signals. Probably you would end up adding an upgrade for the Denon in order to implement some of the less common functions. By the way, Denon publishes their IR codes, so it is easy to add functions to a remote if it is computer programmable.

The Denon, Sony TV, DVD, and probably the VCR have discrete on/off signals, which is good because they wont get out of synch. I'm not sure about the WD or Kworld units, but of course you can search the 256 possible codes for each to see if the discretes exist.

You could program macros to set up the 6 activities you mention.