There is a learning curve to set up these remotes perfectly, but once you've done that, it's a wonderful thing!
The Harmony is easy to set up for simple systems but can be a PIA for more complex sytstems (you are getting there). The Pronto has a pretty serious learning curve as well but is a great touch screen remote. The Mx-500 is probably the best "button" remote out there and is fairly easy to set up. Like the others have said, read the reviews on this site.