Amazon (AMZN) launched a new service called Amazon Video on Demand, which allows users, for a fee, to watch any of 40,000 TV episodes or movies, in real time, on their Windows and Macintosh computers, and on specially equipped Sony Bravia TV sets. This service replaces an earlier Amazon video offering called Unbox.

I have been testing Amazon Video on Demand and I found it worked well, although it has some limitations. The user interface is clean and smart, the quality is good if you have a fast Internet connection, and there are some clever features. On the downside, it works poorly with the slow connections typical in places like hotels. And there are some studio-imposed limits on what content is offered and how you can view it.

To date, there have been three major models for legally getting TV shows and movies from the Web.

In one, best represented by Apple’s (AAPL) widely used iTunes store, the TV shows and movies are ad-free, but you pay for each. All of this content is downloaded to your Windows or Macintosh computer or your Apple TV set-top box for later viewing, even when you’re not connected to the Internet — though on Apple TV you can start watching while the material is being downloaded.

A second model, best represented by the studio-owned Hulu.com, presents movies and TV shows on a Windows or Macintosh personal computer free of charge, but requires you to watch commercials that can’t be skipped. The TV shows and movies you view on Hulu are “streamed” rather than downloaded, meaning they are meant to be viewed immediately, in real time, rather than stored for viewing when you’re not connected to the Internet.

The third online model is best represented by Netflix (NFLX), the popular DVD distributor. It offers a “Watch Instantly” streaming option on Windows PCs or on TVs equipped with a special set-top box, for a small portion of its large catalog of TV shows and movies. These videos are ad-free and don’t carry an individual charge, but require a monthly subscription fee.

The new Amazon Video on Demand service is a hybrid of these others. As on iTunes, the TV shows and movies it offers are ad-free and purchased individually, don’t require a subscription, and work on both Windows and the Mac, plus on one type of set-top box. In Amazon’s case, that’s Sony’s Bravia Internet Link, a $299 device that works only with Sony (SNE) TVs.

But, like Hulu and Netflix and unlike Amazon’s older Unbox service, the new Amazon Video on Demand service offers videos via real-time streaming. In many cases, it also allows downloading, iTunes-style, to Windows PCs (but not Macs) and to TiVo devices attached to a TV. The videos can’t be streamed in real time using a TiVo (TIVO).

Amazon’s streaming videos are viewed in any of the major Web browsers and don’t require any special software. I tested the new service on both Windows PCs and Macs, and on a Sony Bravia TV equipped with the $299 adapter box. In my tests, Amazon’s videos looked quite good over a fast Internet connection. However, on a typically lousy hotel Internet connection, the movies were often grainy and kept stuttering.

The new service doesn’t yet offer videos in high definition, something Apple just announced this week it is adding for some TV shows. Amazon says it is working on HD.

Amazon’s user interface for the new service is very nice. All of your purchased videos are available in a library stored on the company’s servers, so you can easily watch them again and again if they are purchased, or resume a partly watched rental. And the service remembers where you stopped watching a video and resumes it at that point, even if you started it on, say, a Dell (DELL), and resumed it on a Mac.

On the downside, the new Amazon service isn’t always simple or consistent. For instance, you can watch only two videos at a time, and not all titles can be either streamed and downloaded, or be either purchased or rented. Most rentals last 24 hours, but some differ.

Selection was OK, but not great. Because of studio policies, many current and recent movie hits aren’t available. There are gaps as well in the TV selection. For example, while iTunes offers the current second season of the excellent “Mad Men” series, Amazon has only the first season.

Prices also can be confusing. Amazon rents most movies for $3.99 and sells them for between $9.99 and $14.99. TV shows generally cost $1.99. But some titles carry different prices, albeit these are often lower.

All in all, Amazon Video on Demand is a good service for people who prefer paying for ad-free TV shows and movies, and is another strong step in the Internet’s rising competition with traditional TV.

Find all of Walt Mossberg’s columns and videos online, free, at the All Things Digital Web site, walt.allthingsd.com. Email him at mossberg@wsj.com.

But every time I wanted to change songs, I had to go to another room and make a few mouse clicks on my computer. Ever since then, I’ve been waiting for someone to come up with a good, affordable remote control that lets me change tunes no matter where I am in the house.

Apple’s Remote program

It turns out, I already owned that device. It’s an iPod touch. A new program released by Apple (AAPL) in July was all it took to convert my MP3 player into a sophisticated remote control for my digital-music collection. That program, called simply Remote, runs on the iPhone as well as on the iPod touch, a version of the Apple MP3 player that has an iPhone-like touch-sensing screen and Internet-access capabilities using Wi-Fi wireless technology. Remote is available free of charge on the online App Store that Apple has used since July to distribute software for those devices.

In essence, Remote is a remote control for all music stored on a Mac or Windows PC that’s loaded into iTunes, Apple’s music jukebox software. It allows you to jump between playlists, browse artists and pump up the volume. For the program to work, you need to buy into using other Apple entertainment products.

In the simplest setup, Remote lets you control the music from stereo speakers connected directly to a PC. But it’s most useful when you use a PC to deliver audio to additional speakers around a home — say, a pair on the patio and in the living room.

Apple sells a couple of products that receive audio signals from a PC running iTunes. Both work wirelessly over a Wi-Fi home network so you don’t need to put holes into your walls to run computer and speaker wires. I tested Remote using both. One is an Apple TV, a $229 set-top box in my living room that plays digital audio and video through a standard home-theater system. The other is an AirPort Express, a $99 Apple wireless networking device on my patio connected to a pair of powered A5 speakers made by Audioengine, of San Jose, Calif. A third set of speakers was connected to an iMac in the kitchen, where I store all of my digital music. (The least expensive iPod touch costs $299.)

It was a breeze to configure the Apple TV and AirPort Express to show up as remote speakers in iTunes on my computer. Setting up Remote to give me mobile control over this array of speakers was trickier. After installing the program on my iPod touch, I couldn’t get it to work with iTunes on my PC. After 20 minutes of fiddling with the security settings for my Wi-Fi base station, iTunes finally recognized Remote. I was in business.

We all know how confusing the remote controls for TV sets and stereo systems can be. Remote, by contrast, cleanly displays all the music on my PC on the color screen of my iPod touch.

The program let me flip through artists, albums and playlists with simple finger swipes. But I was sorry that Remote doesn’t have a feature in the iPod touch called cover flow that lets users browse their music libraries by flipping through album-cover art. Apple says it may offer the feature in the future.

The software also let me easily turn on and off the music from my speakers in my kitchen, living room and patio. I could have all the speakers on at once — good for a party. The sound was terrific. The crisp-sounding $349 Audioengine speakers don’t require a stereo receiver.

Because Remote uses Wi-Fi to communicate with iTunes, I could control music anywhere around my house and backyard, which are small enough to be fully covered with a signal from my Wi-Fi base station. That’s a big plus over conventional remote controls that use infrared, a technology that doesn’t work through walls.

One drawback: The battery in my iPod touch drained overnight when I configured the device to stay connected to iTunes, a feature that increases software responsiveness. Changing the setting let me go days without recharging my iPod touch, but it meant I had to wait a couple of seconds for Remote to connect to iTunes when I started up the software — an acceptable trade-off.

Another multiroom audio product with a good remote control is the ZonePlayer from Sonos, an equipment maker based in Santa Barbara, Calif. That system has some advantages over Apple’s offerings, including the ability to access tunes from online music services, such as Pandora and Rhapsody, and separate volume controls for each set of speakers.

The Sonos system starts at $999 for a remote control and wireless receivers, without speakers, that can deliver music to two rooms.

For people who already own an iPod touch or iPhone, Remote is a good reason to buy an AirPort Express, and fill your home with music.

Walter S. Mossberg is on vacation.

• Email Nick.Wingfield@wsj.com.