There are three ways to create scenes.

1. Use macros on the Pronto to build the scenes
2. Use a programable controller (Ocelot, HAL, etc.) to build the scenes
3. Use scene-capable switches to build the scenes.

Option three will produce the fastest, most professional looking scenes.

Switchlinc has scene-capable lamp modules called Lamplinc. [Link: homeautomationnet.com]