1) If you want to go cheaper then a Pronto, then there are other learning remotes (Sony VL-900, MX-500....)

2) going with a PC as a controller is a lot of work and you will need to built an IR emitter (you cannot use the IRDA port if your PC has one), and not worth the effort. That was what I was looking for a few years ago, when I found the Pronto.

3) not really there are controllers that have color displays (AMX, Crestron...) but they are Much more expensive then a Pronto, and that is for the most basic system. You could also look at the Marantz 9200 it is more expensive then a Pronto Pro but it has more hard buttons. (plus it is the only one that enters into the category of color display and not over $2000)