Horses for courses and personal preference and all that.
The pronto is a LOT more complicated to program but much more sophisticated, availibility might be a problem as the 9400/9600 series are aimed at professional installers and have modules for RS232 comtrol and other stuff (2 way communication with Escient Fireball servers etc)
The Logitech is aimed at consumers, a lot simpler to setup, looks spanking but doesn't have the ultimate configurability of the the Prontos
For specialist advice I'd recommend the forums at
www.remotecentral.com
If you are willing to go 2nd hand then I'd personally go for a RU980/990 (US models TSU7000/TSU7500)
The logitechs are better out the box, the prontos come into there own with some custom programming and far surpass the Harmony when done but the default configuration is nowt special.
The only thing the Harmonys do that pronto doesn't is the remembering whats turned on thing (state memory or whatever they call it) but in an ideal world all of your kit will have discreet commands so this wont matter (i.e. specific IR code for turn on rather than the power toggle on the remote, certainly your amp will have discreets, the sky can be programmed with psuedo discreets, Sky for on and Sky-power for off works well)