Yup, KeyRemap4MacBook and PCKeyboardHack are great. I have:
- MBP Caps Lock remapped to F19, which opens highlighted URLs in the browser instead
- Brightness, Backlight Brightness and Volume mapped to quarter steps
- Eject mapped to Lock Screen (Ctrl-Shift-Eject)
The KeyRemap4MacBook maintainer is helpful and awesome, so I would suggest a 10 €/$ donation if you like it.
https://pqrs.org/macosx/keyremap4macbook/donation.html.en