I enter the box set UPC in DVDPro. Like someone else said, the only difference is when the box set isn't really a "box set", just two totally discrete disks packaged together, like the old Anchor Bay Time Bandits/Life of Brian thing. Basically if the box set has any packaging I want to keep like Alien Quadrilogy or Nightmare on Elm Street or Revenge of the Nerds, it's one "title" even if the DVDs themselves could be separated.
I don't burn stuff from DVR to DVD. There are a few things I wouldn't mind doing that to; I'd like to be able to clean these episodes of Lazytown off the DVR, and I've had Mickey's Twice Upon a Christmas on there since last Christmas.
I loan stuff very rarely and only to a few people, and only stuff I wouldn't be heartbroken about not getting back soon, so that's not a big issue for me.

Yep.

I enter them as boxsets.

Like many others here, I only add DVDs that I have purchased. I might open another account though and only list burned DVDs. The only problem will be if I record something off of my DVR that isn't available on DVD. I guess this is where Movie Collector might come in handy.

Those don't count.

In Profiler I enter individual movies and TV show seasons, because I use the CSV export from Profiler to track what I watch and that's how I watch them. In DVD Af and DVDSpot I enter them as sets if that's how I bought them.

Yes, I wish I had the official feature packed multi-disc editions of everything, but lots of stuff is bare bones or not even available in region 1.

And I really can't afford to own every movie on DVD that I want (which is every movie), and to get my money's worth out of cable I try to get several movies a month at a minimum. I am probably up to several hundred titles on DVD-R.

I realize that DVDspot is a database for DVDs owned, not movies, but I know me, and I'll never take the time to enter things in two different programs. And now that I've spent so much time entering half my collection in DVDSpot, I want to figure out a way to include everything.