Ugh. Orb. Horrible. Horrible compression and sync issues on transcoded video, sluggish app, buggy, overpriced, etc. Never was pleased with it.
If you're just looking for music, Subsonic works, though *requires* a "donation" to use past the trial period. And the minimum "donation" is 10 pounds sterling, as far as I could find on the website. It does do precaching of upcoming songs, so it's very good if you go in and out of cell areas.
There's also JRiver's Gizmo, though that requires their $50 music/media management and streaming program and isn't as good as Subsonic for streaming management on mobile devices.
Video I do Gmote's newish streaming capabilities, but you have to pre-encode your video. I set up a Dynamic domain name for my streaming server with custom NAT translation to get around my ISP, and have no problems accessing my server remotely. Not exactly user friendfly. It doesn't transcode. Still looking for a good replacement for AirVideo from the iPhone world (that program was godlike in transcoding on the fly).
For raw file access, I'd vote for HomePipe. Easy to set up without having to finangle with detailed port setups for WAN access. If you wanna access anything out of My Documents, you can use symlinks/junctions. See MKLINK via command prompt in Vista and higher. There's alternative programs that give junction functionality online for XP.