TechCrunch has posted an indepth review of the top legal movie download services, basically comparing iTunes to GUBA, CinemaNow, MovieLink and AmazonUnBox. If you're on a Mac, you're only choice will be iTunes but if you have a PC, your options are wide open and you should explore them.
I really think IP Video is the wave of the future and downloading movies & TV shows on demand and will definately be the preferred delivery method within a few short years. For some, I'm sure you're already there. Leave a comment and let us know how you're using the various download services and who is getting your entertainment dollars.