You've got Options
Logitech's Options software utility handles several critical features of these mice, including custom button programming, pairing with a Unifying reciver, and DPI settings (called "pointer speed" in Options lingo). Aside from the lack of profile support and its limited macro functionality, Options is quite polished and simple to use. It even handles pairing multiple Logitech wireless mice with aplomb, and it doesn't complain about being installed alongside the company's separate gaming utility.
Customization in Options is as simple as clicking the green dot over the desired button on the mouse and choosing from an extensive list of predefined functions. If the thing you want to do isn't present in the predefined list, the "Keystroke assignment" custom function might help, so long as your desired task can be expressed in a keyboard shortcut.
Overall, Options is a well-polished and useful utility that could use a bit more functionality (profiles). Logitech did a good job of taking the potential complexity that comes with customization features and wrapping it up in an accessible package.
The setup experience
Since the MX Master and MX Anywhere 2 are wireless mice, getting them up and running isn't quite as simple as plugging a cord into a USB port—but it's close. To start the pairing process, you choose one of the three onboard profiles by pressing the rearmost button on the base of each mouse, at which point the connection LED begins blinking rapidly.
To use the included Unifying receiver, one first has to set up Options and plug in the dongle. After choosing an unused profile on the mouse, clicking the "add device" button in Options prompts you to turn the mouse off and on again, which completes the pairing process. I paired the mouse with Unifying recievers several times, and it worked without a hitch.
Connecting via Bluetooth is an equally smooth and simple process, at least on devices with Bluetooth Smart support like my MacBook Pro. After I selected an unused profile on the mice, each one showed up in the Bluetooth pane in OS X's System Preferences. I then clicked "pair," and I was done.
Computers running Windows 7 like my ancient Lenovo ThinkPad W500 can't pair with either mouse using Bluetooth, since the operating system lacks support for the Bluetooth Smart standard. The Unifying reciever is the only way to pair either mouse with Windows 7 PCs. This isn't a big deal, but it's something to be aware of, especially on laptops where USB ports might be scarce.
After pairing, moving each mouse between my Mac with Bluetooth and the Unifying receiver on my PC was a seamless experience. Each computer picked up the mouse immediately at a touch of the profile button. To overwrite a pairing profile using either connection method, I only had to choose the profile I wanted to change and press the "Connect" button. Overall, I'm pleased with how easy it is to set up each mouse, and how simple it is to move them between computers. Logitech nailed this potentially complicated aspect of the ownership experience.