I've had a bit more time today to follow up on some things and try a few of the features I hadn't gotten to. Here's my continued take on things:
First, I found the pdf file of Denon codes and was able to add a few to my remote. LFC is now a simple on/off toggle, which I prefer to discrete buttons. It made the comparison much easier, so I re-visited the scenes in Thor that I mentioned earlier. This verified what I already said but made it easier to be sure. LFC definitely reduces the more thundering parts of the bass and gives less vibrations to the room surfaces, reducing the chance of transmitting those deep notes to other areas. The default containment of 4 seems to be a pretty good place but it is adjustable to taste. Still, I am leaving it off - but could foresee a quick use if something got really intense (there's a scene in Cabin in the Woods that can shake the paint off the walls and caught me by surprise). Having it at the ready is far preferable to seeking it in the menus. The macro still remains an option for those that need/want it. I listened some more to the Thor soundtrack and continue to be impressed with the power and quality of the sound. Imaging is very good in my large room and the soundstage remains open but controlled.
As I examined other features more fully, like the HD Radio interface, I found just how intuitive and graphically friendly the GUI/Menu system is in the Denon compared to the Onkyo. The Denon 4520 is much nicer and easier to navigate, puts more info into see-through scrolling windows of options and provides cleaner content. For example, in the Onkyo you can call up the audio submenu to see what signal is coming in and how you want to output it (e.g. DTS-MA going out as Neo-X). But, this takes a couple of different menus and the list scrolls right to left individually. The video options do this as well but blank the screen as you change (through-direct-custom) in the Onkyo. In the Denon, a simple press and hold of the "audio" button a few seconds gives a nice gui list of about 6 options to select from and switch to directly, with less scrolling and menu selection. In the HD Radio menu, the Denon found many of my local stations automatically, but I also added a couple through "Direct Tune". It then became a simple and intuitive task to quickly add the stations to the many presets available. The HD Radio page has a nice display of the station, category, signal strength, etc. As I get more familiar with the menu system of the Denon, I much prefer it to the Onkyo and find it easier to learn without too many trips to the manual. Make no mistake, I liked the Onkyo for sound and video performance, this is a menu / GUI thing. In performance, the Denon seems to take input switching better than the Onkyo which has clicking solenoids as inputs are changed.
Speaking of inputs, as Batpig asked, I decided to try out InstaPrevue, which I added with the discrete codes - though there is a button on the Denon remote for this directly. It works exceedingly well! I currently have 4 devices connected and had them all on. When I engaged InstaPrevue, almost immediately 4 sized windows appeared across the bottom of the screen showing the current content of each active device. One was displaying HDD content, another was on pause in a video scene, etc. Switching between them was just a cursor movement away and worked without lag or delay other than the handshake to the new device. I wasn't planning on using this feature, but may change my mind as it was quite impressive for what it does.
Considering the depth of features, Denon has done a very good job in its use of the Option key, which takes on different roles depending on what you are trying to do/adjust. It makes diving into the various Audio or Video modes as simple as possible without having to go into Setup and drill down into menus. The only thing I missed was not finding a discrete code for the Vertical Stretch feature. It is one that apparently has to done via menu and is just not convenient to do 'on the fly', so I will continue to use that feature in my projector. It's possible I could program a macro button for it and may look into that. So far, I am not looking back, only forward. Like InstaPrevue, there are probably other features that will surprise and impress me. As I read the manual, I keep finding things I want to try. Great fun.