Thanks to an increasingly common technology called Consumer Electronics Control (CEC), your HDTV's remote can manage up to ten devices that are connected via HDMI (such as Blu-ray Disc players or home theater receivers), no special programming needed. So, for example, you can use your remote to turn on your TV, your player, and your receiver at the same time, and adjust the system volume with one button.
Most major TV manufacturers now support CEC, and an HDTV with HDMI 1.3 will likely have the technology. Manufacturers call it by different names; LG Electronics, for instance, calls its implementation SimpleLink, whereas Toshiba calls its version CE-Link. Interoperability isn't mandatory, so some manufacturers limit control to their own products; Sony, for one, allows only Sony-to-Sony communication.