This is what you get with Gold:
http://www.xbox.com/en-GB/LIVE?xr=shellnav#features
Here's a more detailed list comparing Free and Gold:
http://en.wikipedia.org/wiki/Xbox_Li..._Live_Features
Films on Xbox Video can be quite pricey. You should be able to rent as well as buy. Gold isn't needed for them.
You can stream media from a PC to an Xbox 360 using Windows Media Player or a DLNA / UPnP Media Server such as
PS3 Media Server or
TVersity. You run the media server on your computer, sharing the folder with the media, and browse it using the Video/Music app on the console.
I use PS3 Media Server to stream videos to my 360 and PS3 (and iPad).
It's also possible to run a media server on a network HDD so you can stream without using a computer. TwonkyMedia Server, I think.