I've been thinking a bit how I would like this to work (for me).
I'm not an ex-harmony user so not 100% sure how activities worked with these.
Most of my devices have discrete codes for Power On & Power Off, so assuming that the software and remote get to a state which supports it, I would create a macro on each Activity button that sends Power On to each device needed for that activity (e.g. TV, AV Rec, Roku), then sends input selects to relevant devices (TV, AV Rec).
Likewise selecting another activity might send Power On to TV, AV Rec and Disc Player, then input selects as needed (as you are only sending Power On commands, anything already on won't change state, but in the case the Disc Player would be also be turned on).
Repeat for the third activity.
Finally I would just map the Power Off codes for ALL devices to a macro on the Remote's power key. Ideally the power key could be set to NOT track state, and just have a single macro assigned (I haven't checked this as maybe this is the default behavior if only one of the states is configured), making it act like a "regular" button.
With this setup, regardless of current state, selecting an activity button gets you there, and the Power button is only needed when you have finished and just powers down everything.
While I'm dreaming, having the option to set a button (in this case, Power) to a "Punch Through" mode, where it works the same regardless of the currently selected activity would be great. In this instance it would save having to record the same macro three (or even six, if the state tracking mode can't be disabled) times. This might also be a good option for the Volume / Mute buttons as well as these are often just mapped to the same device (in my case the AV Receiver).
Just my 2¢, feel free to ignore at will.
