We've got one of those Harmony remotes. It does the job, but it's very annoying as our TV (an ancient Mitsubishi projector) and our ReplayTV 5040 both lack the discrete bits. We're pressing the "help" button on a seemingly daily basis, particularly because our daughter's toys have a habit of piling up in front of the TV.
Luckily, all of this stuff is temporary, while we're in our rented house this year. Once we get back home next year, discrete codes will be an explicit requirement in any of our future A/V shopping needs. (Hopefully, by then, the price on shiny flat panels will have continued to fall. The newest LCDs seem very impressive.)