Benson, I have never had a problem with the remote failing to turn on a component during an 'activity' command (unless the remote wasn't aimed anywhere near the device or unless someone walked in between the remote and device).
Can't comment on the 9800 and the PS3.
Regarding the channel surfing, this is one aspect of the remote that I wouldn't be able to recommend to you. Like I said, I almost always use the cable box dvr remote when surfing. There are several reasons:
1. To get to the digit screen on the 9800, you have to hit 'page' a few times.
2. Buttons such as 'DVR' 'Last' 'Exit' 'Guide' just aren't as easily accessible on the 9800 as they are on the DVR remote (I'm not even sure that they're all even there).
3. The buttons 'A' 'B' and 'C' aren't on the 9800 - I believe I programmed them in there one time, but to get to them, you have to do a good bit of searching (way more than what I want).
For your reference, the lag generally only occurs with the first command. That is, if I'm 30 minutes into a TV show and I pick up the remote to change the channel/volume/etc, the first command might take 1 second to register - each subsequent command is immediate.
I have not used many universal remotes, but to be honest, I have a hard time believing any one of them would alleviate my problems with the cable box functionality of the 9800 - at least not to the point that I wouldn't use the DVR remote anymore.
Cheers.