I've used OmniRemote and it had all the features I was looking for... pretty slick.

The problem I found is that my Palm (IIIx) like most doesn't have a strong enough IR transmitter to work farther than an arm's length away (kinda defeates the purpose of a remote). Some of the newer ones do have better IR range (like 20 feet or so), but it's often hard to tell before you buy. IIRC, Sony started listing which of their Clie models are universal remote capable. I think those also come with software that Sony wrote to use that. I don't have one so I can't say if it's any good or not.