Understanding S-Link Communication

While CDJ and the S-Link control of CD Jukeboxes is worth the price alone, I'm starting now to experiement with other S-Link-enabled devices of mine, and I have a couple fairly general questions about how S-Link communications should work:

1) Should any S-Link enabled device send a message when it does something (ie, when it recieves a command via IR, or when I press a button on the device)?

2) Is there any way to configure CDJ (or write a custom app), to report ALL the messages received over a given S-Link bus?

3) Can someone offer any example code that uses the ActiveX control to send arbitrary messages with the "test" command available in some of the device files (in particular, the sls.cde file).

Has anyone else had any experieces, positive or otherwise, working with the SLink-e and a Sony DVD Player (S3000 in my case) or Sony TV (KV-27R36) via S-Link and not IR? I'm very interested to learn if there is any more information provided by S-Link responses than available in regular IR.

Also, I noticed that two of Sony's upcoming products, the CDX-260 changer and the STR-DE925 receiver have "2-way" IR that sends messages to a LCD display on the remote (track title, etc). It will be interesting to see once they come out if we can figure out the coding for that as well.