Probably the best UX I've seen in this area is Hue, where to add a device or confirm access to a hub you physically push a clicky button on the hub within a cer

Probably the best UX I've seen in this area is Hue, where to add a device or confirm access to a hub you physically push a clicky button on the hub within a certain time limit. A close second would be Apple TV, where to add a remote you hold it next to the device (presumably some kind of short-range Bluetooth thing).