We probably all have about 8 "universal" remotes these days. Every new component you buy comes w/ one, but none of them are really "universal" because there's always some feature on one device that other remotes don't have a button for. But wdn't it be nice to really be able to use one remote for all your devices? I do!
There are so many different universals on market these days that it's impossible to go over them all here. So I'll hit high points and let you decide. I'll pick a few popular types/models and go over a few points that helped me decided for or against them.
One thing you need to understand is what a 'learning' remote is. That means that you can set remote to learn other remotes' signals: you set it to be ready, aim another remote at it, press a button on that remote and learning remote stores that signal.
Now whatever button you set up on learning remote sends that same signal. This way even if your univeral remote doesn't have a 'Eject' button, it can send that signal.
All of remotes listed here are learning b/c that's only way to be truly universal.
Most universal remotes these days also allow you to run macros. That way when you want to watch a movie, w/ just a couple button clicks, you can have it turn TV on, stereo to DVD player, etc.
Also, usually have timers so you can turn TV on and off while you're out of town for example.
Big LCD: Sony RM-AV3000
This remote was 'big boy' on block for a long time. It does it all and looks cool doing it. The two main draw backs to this model are size and buttons.
Because it's so big, it's hard to use w/ one hand - you can't reach across remote to press some buttons or parts of LCD. Next time you're watching TV, see how often you just use one hand on remote and think about giving that up.
This model used to be pretty expensive, but it's getting better.
Internet: Harmony SST-659
I haven't actually tried this one, but I get idea and I like it. You can program this remote to work w/ your devices and upload configuration. That way others can use it. More directly, you can use other peoples' configurations!
The point of this one is ease of use so I'm assuming it wd be relatively straight forward to hook it up and program it. Maybe a little intimidating, but I bet most people cd do it and it wd be worth it.