Ok, this is FAR from the frugal approach, but if you have all the required items already, its at least neat to implement for coolness sake.
My setup is a wireless LAN'd ePod, a Win2K server with Terminal Services, and (the important bit) a Philips Pronto remote.
The Pronto remote comes with software called ProntoEdit, which is the config software used to lay out the remote's display and functionality. It has a really nice emulator that looks JUST like the Pronto itself, on which you can test your layout before downloading it to the actual remote hardware. The best part however, is that if you have the Pronto plugged into the serial port when you run the emulator, the buttons on the emulator (on your Win32 screen) actually make the remote transmit the command!
Some of you probably see where this is going. I now run the emulator as an app via Terminal Services, leaving the remote connected via serial to the Win2K box. So anything my Pronto can do, so can my ePods now! Ok, so its not the ideal solution, since you can implement something much cheaper with an Ocelot and some software, and if you don't already have a Pronto then the expense would be ridiculous for just doing this, but if you have it all already, its a great thing to wow visitors. :)