The problem, you have a pile of remotes to go with all your components. This can get irritating and unmanageable in a hurry. The good news is that there are a lot of options out there to replace your pile of remotes, but the bad news is that finding the right one may drive you up a wall. In selecting a remote there are a number of important features you should consider.
This is the most obvious feature. You can't do much if you don't have the right buttons, and you'll want to find a button that has similarly labeled buttons to those on your oem remotes so you don't end up assigning existing functions to illogically labeled buttons. If price is no object, you can even opt for crazy touchscreen remotes with customizable button layouts. Some remotes have a half-way solution using a screen where you can apply labels to adjacent buttons.
Every universal remote around can use hand-entered numeric codes or search through a list of built-in codes to find one which is pre-set for a device like yours. This is great if you only by on-brand electronics which use popular existing codes. If you get something off brand or want to control some other odd IR device like an HDMI switch or lighting system, then this may be your best choice. With this feature, the new remote can record the IR output triggered by a button on your existing remote to one of its own buttons.
This feature lets you program a sequence of commands to be triggered by a certain button. This gives you the ability to do some pretty neat stuff at the push of a button like turn devices on or off, navigate menus, or switch modes. Many remotes even let you use learned buttons in macros as well. Be aware that lower cost remotes may have very small limits on the number of commands per macro or lack control of pauses such that the macro might finish before a device has time to turn on completely and become responsive to remote signals.
A screen can make it much easier to program a remote since you don't need external paper manuals to enter codes and can just select your device from a menu to program them. However, screens may decrease durability and battery life substantially. Because of rapid battery drain, many of these remotes include charging docks which bring their own issues (contact corrosion). However, touch screens can add substantial flexibility to user interface of the remote control.
Some remotes can fire off radio signals in addition to or rather than infrared (IR) signals. The advantage is that RF has no line-of-sight requirement. These RF signals can be converted to IR by a box which can "shine" those IR signals at your components. This means you can hide your components in a closet or another room if you want, and you'll never have to worry about aim again.
You can spend anywhere from ten bucks to several thousand on remotes, but you don't have to break the bank. There are remotes around $20 with learning and macro capabilities, and many under $100 which have screens and can be programmed via PC.
My suggestions for various price ranges up to $100 include:
$20 Sony RMVL600 (learning, 16 command macros, 8
$25 One For All OARI06G
$25 One For All OARI06G (learning, 15 command macros, modern button layout)
$40 URC RF10 (very good learning storage, and 10 macros with 55 steps each, one line monchrome lcd, and RF)
$80 URC RF20 bundle (extensive learning storage, 190 step macros, monochrome lcd, RF and remote IR emitter included!)
$90 URC-R50 (18 devices, extensive learning storage, 255 step macros, color screen)
I don't like spending a lot on remotes, so I can't provide much first hand advice on remotes over $100. However, you can get good advice at remotecentral. If you just need a general remote and simple macros, the Sony would suit you. It's learning works very well even with somewhat longer IR commands than other remotes can handle in it's price range and you can take advantage of this to have it learn two buttons onto one. For a more updated button layout like you might have on your DVR remote, the One For All may be better.
The URC remotes are generally a very good value for less than $100. They introduce serious macro and learning capabilities with very minimal limitation. They also have models with built-in RF capabilities and screens. An alternative to URC is the Harmony remotes by Logitech, but you generally won't get as much in the learning/macro department for the money.
Anyway, now you have a launching point to start your own search for your perfect remote. As you gain more familiarity with advanced remotes, you may consider delving into advanced topics like JP1 remotes and hex IR code programming. Good luck.