Z,
Sounds great. Well apparently you and I have the same mindset. I too have a Harmony 880 for our downstairs area (I specifically purchased it for our downstairs since I already had the TSU7000 in my home theater). With that being said I think the 880 is a fine remote, and perfect for 99% of the market. However there are those few of us who just want that little ........... well ...... actually make that ............. A LOT extra. Which the pronto series of remotes offer. So if you do get this remote I think you will be very pleased, especially in the fact that I understand what you are saying about the 880.
Now about the Ultimate Pronto Guide. Well I too purchased that almost 2 years ago. It certainly was worth it to me at the time, and I think it will still benefit you with the 9400. I am not sure if you know this however the software that the U.P.G. references if for the older series of remotes and not the newer 9400. I am certainly not an expert on the newer ProntoEdit Professional software, however from what I can tell I think 90% of that the U.P.G. teaches is applicable to the newer software. Some of the buttons and menus have changed, but you can poke around and find it all there. On the other hand you may want to check out Philips website. They released a pretty good guide for ProntoEdit Professional 1.1(TSU9400) software which can be downloaded at the link below.
[Link: pronto.philips.com]I would suggest you go through that before delving into the U.P.G. Although do not get me wrong I got A LOT of very valuable information from the guide and it would still be beneficial to this day.
Well if there is anything else you think I might be able to help with please let me know.
-J