With one exception, I've not had HDCP problems either and, except for HD-DVD, have tried much of the equipment that you listed.
The one place I have an HDCP problem is with the Monoprice 5X1 HDMI switcher with my Scientific Atlanta cable box. The box works perfectly well plugged directly to my Z2, but through the switcher it doesn't work. This is a problem with the SA box, not the projector. The box is notorious for this, and it's compounded by my cable provider (Videotron) in Quebec who seems to be behind the time with firmware updates. Anyway...
I'll be following this thread closely. Sanyo's response to this issue, if indeed it is a problem with the projector, will directly influence my next purchase decision (and I'm getting the upgrade bug now). I'm already seriously not impressed with the way they've dealt with owners' blue polariser issues.
If they don't treat their customers with the respect they deserve again, then I will not consider another Sanyo product any time soon.
XBOX Live / PSN: Choocheroo