As far as Macros go I have found a few things that were helpful were to add a delay in front of my first command, my channel changing macros worked better when I added a delay before the first command (delay, command, delay, command, delay, command). I use a 200ms delay in between Digits and it works pretty quickly on my Fios cable box. Also I like the feature in the macro-list of moving commands or delays within the list by grabbing the command/delay on its far right side and dragging to a new position. It allowed me to easily convert from having delays after each command to having them before, just drag and drop.
@John
Can you explain how Device delays and repeats work with the Command delays and repeats, do the Device ones override the Command ones or are they added to them?