The custom labels are the tricky part. The MX series have them. I don't know about the Harmony. Some Sony's. The Pronto (touch screen) have them but I think they are out of your price range.
Poke around on www.bluedo.com
to get some ideas. Also, you can check the reviews here.
bluedo & surfremotecontrol have open boxes. My MX700 from bluedo was just like brand new. That can save a few bucks. I prefer the 700 to the 500.