A simple Harmony remote will control most of those devices just fine, however Harmony devices with Hubs do a cleaner job with devices like Shield TVs and Rokus because they can communicate with devices via Bluetooth or even wifi. With a Shield you need to pair them by letting the Shield think that your Harmony Hub is a Bluetooth keyboard. I have both a
Companion ($75-129) in my bedroom and a
Harmony Elite ($250-300+) in my more complicated family room and I cannot praise them enough. Both also work with some smart home systems.
By the way don't let macros worry you, Harmony makes it simple. First you tell the web based app what devices (TV, AVR, cable/FIOS, Shield, Blu-ray, etc) you want it to control. Then you tell it want activities you'd like to include them in. For example "Watch TV" might mean 'turn on the TV and set it to HDMI 2, turn on the AVR and set the input to the cable box, turn on the cable/FIOS box and set it to your favorite channel. It takes all of maybe a half hour to an hour the first time depending on how much gear you have. It's all menu driven.
Mine even works with my Amazon Echo and Smartthings home controller so that a simple voice command as I roll out of bed turns on all the right lights and turns on "watch TV" and tunes my FIOS box to the news before I leave my bedroom. Note: Lighting control requires a z-wave or zigbee home controller.