The Internet is this great place without borders. You can do anything from wherever you want. Check your email using your phone from the airport, post a facebook update from an cyber cafe over a dial up line somewhere in the south east asian jungles. Post a tweet update while watching the world cup right from the stadium.
Except for that you can't. The media companies (music, books, films etc) are starting to figure out that playing nice with the web is better than suffer the piracy. Excellent. But if you are outside of the US it doesn't quite work. You can't buy your latest movies and tv shows on iTunes. Amazon sells you some books outside of the US on the kindle, but not many. And no MP3s. Netflix lets you stream movies and tv shows but only if you are in the states, the only place where you get to see Hulu.com.
Over the last years or so I've collected some tricks around these restrictions. It leaves you of course still in a weird gray area. You pay for the content and you don't really lie, but still the content owners didn't intent for you to consume the content. Some might argue that you might as well use Bittorrent or Usenet to get to the goods for free. I think this way is a lot better.
So, what do you need? First you need to get an American ip address. You can try your luck with open proxies if you want to go free. Or you can set up your own using an ssh tunnel if you have something on the other end (a cheap vps will set you back around 5 dollars a month). Proxies can be detected though, a VPN is better. I am using StrongVpn.Com. They have plans from 55 dollars a month.
With a US ip address you can watch hulu.com, which might be worth your 55 dollars. Next up: iTunes. Now, iTunes has versions for most countries of course, but the US version is cheaper and has a wider selection (especially for movies) and earlier releases. To use the iTunes store in general you need a credit card that matches the country of the store. You can get a prepaid credit card but they're usually a terrible deal (charge you per month and per transaction), so I think that's best avoided.
iTunes gift certificates are the other way in. If you have an American friend you can buy a card online and ship it to your friend who'll then forward the code. If you don't you can pay people on ebay to do the same for around 15% over the face value. On your US ip address and using the gift card you can open your account and you can replenish your account the same way when needed.
An American Amazon address is useful to buy books on the kindle or if you want to buy any other digital goods on Amazon (MP3s, video on demand). Amazon also likes an American credit card, but will let you buy Amazon gift certificates with a non American credit card. However, they need your address to be in the US before they'll believe you are too (and for non kindle purchases, you need that US ip address). Add a credit card and enter a valid US address - they don't need to match. The other thing you need to make sure to set this address to be your one click delivery address.
Netflix obviously will only work for the streaming, since they deliver only to the US. The also have gift certificates, but you need a credit card even if you are on a gift certificate (to pay for any DVDs you don't return, presumably). When verifying the credit card, netflix only seems to check that the zip code you entered, matches your credit card. So you can enter any (US) address, as long as you enter the zip code of your actually credit card. Postal codes in Australia are 4 digits, not 5, but I got away with prepending a zero and the match went through just fine. If you're postal codes contain letters, you should be able to just leave them out and apply zeros as necessary.
It would be nice if we could just get rid of all this and have a true world market. I am pretty sure we'll get there at some point, but until then these tips might come in handy.