A new product for the "it just works" list: the Logitech Harmony remote. While I don't have an especially complicated home theater setup, I did invest in a Philips Pronto a few years ago to make switching between components easier. The Pronto was a cool little remote, allowing you to completely design the UI in a computer-based editor and create macros that would for example, turn on the TV, set the right input, set the amplifier to the right input, and turn on the DVD player for instance.
The problem, however, is that every time I would make a change or get a new component, I had to pretty much redo my remote setup. I ran into the Logitech Harmony at Best Buy and was very impressed. While it relies more on physical buttons than the Pronto, it does have a small LCD where you can assign softkeys.
Where the Harmony really shines, however, is in the setup. Perfecting my Pronto configuration took an entire weekend when I first set it up. The Harmony took about a half hour.
The web-based configuration tool asks you for the make and model of each of your components, and then walks you through each "activity" (watch TV, watch PVR, watch DVD, listen to music, etc) and how each component needs to be set. After the initial configuration, you can customize pretty much any activity or button.
The remote also stores the "state" of each device. For example, if I start with "watch TV" and then switch to "watch DVD", the remote remembers that the TV is powered on and only sends the IR commands to change the input, for example. With the Pronto, I had to program a set of macros for "switch from TV to DVD". This eliminates the problem if a device doesn't have a discrete IR code for on and off vs just "power". Very cool device and easy to use. Final note: both websites, for the Logitech and the Pronto, use ColdFusion :-)