For Watch on Slingbox.com on OS X:
1) If the remote isn't visible when entering full screen, the only way I've found to cause the remote to appear is to exit full screen and click the "show/hide remote" button.
2) If the remote is visible when entering full screen, the remote places itself on the left side of the screen but should disappear after a few seconds if the pointer is not over the remote. Any time the pointer is moved (e.g. mouse is moved, trackpad is touched), the remote reappears on the left hand side of the screen.
#1 is annoying, which causes me to almost always make sure the remote is visible before entering full screen so I get behavior #2. You might be able to use the keyboard shortcuts for the remote buttons themselves (e.g. 0-9, whatever Sling decided should map to channel up/down, etc) without the remote visible, but IIRC that doesn't work if the remote isn't visible in the first place.
But I'd be interested if there's a key command that can show the remote in Watch on Slingbox.com on OS X.