From monitoring this site (try the Sony Remote forum) as well as several home automation sites, my understanding is that in the majority of cases (such as with Sony TV's) there are extended codes to be had that can separately turn the component on or off. This is a big issue in home automation where everything tends to be out of site in an equipment closet.

There are also codes to directly access an input (like video1 video2 video3 on some TV's).