It's Here! Chris Odom's Physical Computing & Robotics with the Arduino IDE - Volume Two!

IR Wireless Remote Control System

$2.50

These things are pretty nifty and cheap! The worst thing about them is buying the battery. No wonder they don't ship with one, I think the battery cost more than the entire system. Using them is a breeze with the IRremote library. Check out the video and code example to see just how easy they are. Code can be found here: