The setup for this is quite basic. The real challenge is finding neat products for this and writing the code.
1x Servo available @ Hobbyking Sparkfun etc.
1x Infrared receiver diode available @ Sparkfun Allelectronics Radioshack etc.
4x AA Battery and holder Ebay is the cheapest for the holder
1x TV remote
Anything that you want to control
See the attached sketchup for the setup. If you do not have sketchup you can download it here.