It really depends on what projector you are using... Catalyst serial control is pretty comprehensive and easy to do, and you can do this DMX control. I'd need some convincing before buying a third party device, when you can do most of what you want to do from a simplex RS232 point of view with in Catalyst and control it from DMX too(shutter control, lamp on, lamp off etc). I would prepare to be underwhelmed by zoom and focus control as this tends to be rubbish on many projectors from a show control point of view.

Hugh