I have mainly relied on two remote types:
1. The collection of Microsoft MCE remotes that came with every video capture device
2. The Gyration RF motion sensing media centre remote and keyboard combo
I've tried using the iPad XBMC controller apps, but I really don't want to drag out my phone every time I want to listen or watch something. The Gryation RF remote / keyboard combo has been far and away my favorite. The ability to both navigate through menus using the media center buttons, but also to having a motion sensing mouse like a Wii is the best, most convenient combination I have found and also has high WAF. It works great for operating XBMC and WMC, but also easily lets you navigate Windows for web surfing, installing software, troubleshooting, etc. Main limitation is they don't work that well as universal remotes, but since I have only an HTPC, Roku and soundbar, it has been fine for me. Plus it's RF!
Unfortunately they are no longer made, and finding them is difficult. One of the button sensors is out on mine, and I've been trying to find one for a reasonable sum. There is a Dell version which I tried, but you can't get their dongle anymore and it doesn't work with the Gyration receiver.
Edit: found an old post which describes how to get the Dell / Gyration remote working via a Dell wireless IO adapter (available for $35 on eBay) and a custom USB cable:
http://www.avsforum.com/t/893705/dell-m2010-remote
Going to give it a shot!
Edit: found another site with a clear, visual explanation of how to hook up the dell receiver to your computer and it worked great. Total cost was ~$70, and I'm tempted to order a spare remote or two...
http://hackaday.com/2008/10/08/how-to-bu...er-remote/