The Harmony is an absolute doddle to use. Macros are actually called Sequences on the Harmony software, you just tell the handset what device, and function you want to do, and you can string together loads of these, one easy/useful one is creating a short cut one button push for getting to ITV HD on Sky, which is normally about 6 buttons pushes.
If you go to Logitech/Harmony website, you can take a test drive of the software, set up an account, and try the whole lot out (free) before you comit to buying.
Try it, you'll never go back!