The URC remote I have comes with a base that allows me to control up to 6 different components without needing line of sight. I believe it uses RF instead of IR, kind of like Xbox controlers.
http://www.universalremote.com/product_detail.php?model=109That way I can keep the doors closed and control all the functions of the preamp, DVD player, etc.
Buy you are correct, usually once you set the volume at the beginning of the movie, you don't usually touch it again.
This is one the of best things I like about my room. When I am watching a movie, I don't get distracted by the blinking lights from the audio equipment. I just see and hear the movie on a 135" screen and awsome Axiom speakers!!!!