Well... as far as the Prontos go. The 9400/9600/9800 are the most advanced handheld remotes available. Their ability to query and display feedback of networked and capable RS-232 devices has other remote manufacturers scrambling to catch up. We're excluding control systems from the equation (Crestron, AMX, various computer programs) because they are not remotes. Other manufacturers may do things better, but Philips is ahead of the game, so are they worth the extra $$$...? Many think so. I don't own one, but that has to do with form factor, not functionality.
RS-232 is the best available solution for controlling devices. Not all control systems can query status of equipment, but once a command has been programmed and comfirmed as functional, then that command will operate everytime without fail. Short of your cable falling out...lol.
If just being confident that your PJ is in the proper state isn't enough, (again RS-232 does not miss commands), and you really want to query status via 232. You're going to have to step it up a notch to systems such as RTi, Crestron, AMX, or a SW package that would run on a PC like CQC. The first three will cost you just as much as the Philips set-up, if not more in the case of Crestron and AMX. Plus you'll have to employ an authorized installer to set those systems up for you. This usually kills the idea for those looking for DIY. CQC does offer a consumer level product for roughly $600usd approx, but it's only SW. You'll still have to purchase a remote to interface with your PC.
If you're willing to live without 2way RS-232, I'd suggest something along the lines of the URC MSC-400. This unit has 232, IR routing, feedback sensing, and a couple of dry contacts for various control situations. The MSC handles all of your control and you would only use a compatible remote for sake of triggers via RF. A list of compatible remotes is listed on the URC website, in the description of the MSC.
**warning** The MSC and some of the compatible remotes are intended for professional use. This does not mean it's beyond your abilities to program, but you will need to locate a dealer that will provide you the programming software. The SW does not come with the professional series equipment. If you buy from an unauthorized source you will most likely not get the SW and have zero support from URC in that regard.
I happen to use the MSC with the MX-980, and I couldn't be happier.