I can definitely share some of your frustration.
My HD500 currently has two setlists - one for full models forfull range speakers / monitors, and one with pre models for my DT25 in full volume mode.
The tweaks between the two aren't huge - mainly just pre / full model selection then balancing the volumes.
It would be great if I could have one setlist then push a button somewhere an magically have the same patches work on both the monitors and the DT25.
As it is, there's a few minutes work involved - but I find that the sound / feel of playing through the Dt25 in full power mode, even right at the bottom end of the master volume range in a home setting, makes a huge difference.
I've currently got no intention of setting up a third set for LVM on the DT25 - but who knows, one day I might go there.
Before I had the DT25, I was pretty happy with the POD through my studio monitors at home, and straight to PA at the few gigs I do.
However, one gig when the stage monitors failed mid set and having to monitor from the sound reflected back from the FOH speakers was enough to send me to the amp shop!
I agree with radatats - even a 5 watt Epi valve junior is too much to use in a domestic situation and get the valves contributing significantly to the tone. However, the tweaking needed to keep a low volume preset list, and a higher volume DT25 list is a price I'm more than happy to pay for the grin factor I get when hearing the DT25 working at gig volume as it was intended!
There's no right answer here - follow your ears, but don't give up just because it's slightly more complex than you expected it to be.