I’m lucky enough to have had a Lemur for over a year. I find it to be extremely easy to use, and that it integrates seamlessly with Max.
My complaints would be the limitations of its UI objects, particularly in comparison to the Max UI: i.e., you can’t build your own, or significantly edit theirs. However, version 2 does offer some improvements and new objects.
When I bought it, I figured something else would come out that was better, and a lot cheaper, within a few months. I was wrong (although many of the iPod OSC apps look very promising).
I’m glad I have one, and won’t use anything else. But it is very, very, expensive.