Streaming audio/video from a web server: A couple of years ago, I spent hours tracking down the information that’s on this page. I wish I had found it back then. Very handy.
Streaming can be initiated with the help of redirector files. Linking to the redirector file will cause the associated player software to start on the client computer (if it’s properly set up), and playback will start almost immediately (after buffering a small amount of data). Note that the player software will only start if a user has selected to play the media, this is a big advantage compared to embedded media.
I put together a similar article for WM/RA a couple of years ago: http://www.carrottopmedia.com/simon/streaming/
Really need to put that page somewhere more permanent one day...