For the Samsung products, you can control the audio and other features by using Anynet+, but not all functions from one remote will control all functions of every remote. I don't believe that most models will allow you to program your DVR in the manufacturer's remote.

Many cable and satellite remotes do have many functions and the ability to do many products. However, how the code banks are programmed (and how they may vary or change from previous years) is something that I'd be unable to address. Each cable company has their own supported banks of codes.

If you really want programmable functionality in a single one-remote solution, my recommendation would be a Logitech Harmony. Even the basic, no-frills 300 model has more functionality than either of the cable or satellite remotes I've used before.

If you can live with 2 remotes (Cable separate, plus Samsung-and-Anynet), then you can get most of the functionality you'll need, however you may still occasionally may need to grab the original remote for some features.