The best one I've so far by leaps and bounds is Advanced Key and Mouse Recorder and Macro Expert by Grass Software (
http://www.macro-expert.com). They had a problem with v2.2.0 with the Shift-Key not working (the program was confuseled by the shift key, didn't pick it up) but the newest release works great with all keys. It's top notch, can automate things and speed them up for you later (as fast as your computer can handle).