Just rented a movie on Amazon Instant Video. Some notes:

• VPN required to download using the Amazon Unbox application
• Once downloaded movie plays with no problem on Windows Media Center so remote control works fine (just add the Amazon Unbox folder as a Library)
• Playback is based on DRM keys stored on computer, so playback does not require active VPN
• Used Amazon Instant Video because available for rent (not available for rent on iTunes)
• Amazon Instant Video option to purchase this specific movie was US$5 cheaper than iTunes.

Disadvantage is that you can only download to two devices (unlike iTunes which allows you to copy to as many devices as you want, with a limit of five devices being authorised to playback at any time).