How Do You Select Favorite Channels On Direct Tv?

Direct TV has about 500 channels available. However, only about 100 of those channels are in my plan and I have to flip through all of them to look for something to watch.
Can anyone help me figure out how to program my favorite channels? I called Direct TV and they said the new remotes do not allow for this feature, because people would skip the PPV channels. I tried setting up the connection directly through my VCR, but there was no signal. I also tried connecting to VCR and DVD players after the signal goes through the DTV box, however, I am not able to change the channel.
Any ideas?