The Logitech G11, is the same as the original G15, except you do not have the LCD screen.
The new G15 is three banks of six macro's, instead of three banks of eighteen macro's.

As far as setting your macro's, once you have a persistent profile,
you have a couple of choices. You can either use the keys as "assign keystrokes";
or you can actually create macro's (either quick macro's in game) or via the macro
manager software.

The assign keystroke is basically using an existing warcraft macro, which is on a bar somewhere.
The bar has an obscure keybind which you'll probably never accidently click.
It's pretty simple to click the G1 key for say use the mount up macro.
The G1 key will press your Shift + Alt + Control + M key.
Unlikely to be accidently pressed in wow, but pretty simple to mount up with, just remember G1 = Mount.
Or whatever you set.

If you're using the macro manager or quick macro function, you can create complex macro's with a little thought. The important thing to remember however is that you should limit yourself to macro's you can create in warcraft.
Don't create a macro with a pause, or with more then one wow action per G press.
It's fine for your G key to press multiple keys.. for example... "/cast Fireball<enter>" is 15 keypresses.
But you're not actually doing anything with the G-keys which you could not easily do in warcraft.
Similarly a castsequence is fine, where click one is spell 1, click 2 is spell 2.. because you can do this in wow.
Don't go and make a macro like this.... Curse of the Elements, Pause 2 seconds, Corruption, Pause 2 seconds, Immolate etc... because you could not do this type of thing in wow, and it will eventually get you banned. Maybe not for a year, but when a GM notices what you're doing, it will happen guaranteed.