PS3 Media Server is free, Java-based, and works with most DLNA devices we've tested--despite its name, it works with more than just the PS3. Twonkymedia Server is another great alternative, but it costs $30 ($15 until the end of March 2010), and isn't quite as good at streaming less-common formats, such as MKV, as PS Media Server. TVersity is also very good, but can be difficult to configure, especially on Windows machines with lots of codecs installed.
Java, then grab the appropriate version of PS Media Server for your OS. If you have multiple machines available in your home, it's best to install the media server software on the machine that's most likely to be turned on when you'll want to watch streamed movies. (If you want to serve from a Windows Home Server, make sure you check out the Home Server section at the end, it's a little tricky getting WHS running with PS3 Media Server.) It's also a good idea to use a machine that's actually wired to the network as your streaming server, especially if you plan on streaming high-definition video. While 802.11n networks are great for standard definition, and should be sufficient for HD streaming, we haven't had particularly good luck streaming HD over wireless--aside from the fancy dual-band 2.4GHz/5.8GHz models. It's important to note, you'll need the appropriate spec on both ends of the connection too--your console will need an 802.11n Wi-Fi adapter or you'll need to use an 802.11n bridge.
After you've installed the software, the first thing you'll want to do is tell it where you store your media. Go to the Navigation/Share Settings tab and add each folder that you want indexed and available on the network. If you want to add network locations, it won't work unless the account you run the PS3 Media Server software as has access to the folders too. If you're running as your user account, this probably won't be a problem, but if you want to set PS3 Media Server to run even when you're not logged in, it can be tricky. While you're on that tab, change the Thumbnail seeking position setting to 240. That will make the thumbnails, which are displayed on the PS3's menus, generate from a frame about four minutes into the movie, instead of one second into the movie.
We also recommend checking the boxes for Hide #Video Settings# Folder, Hide transcoding engine names, Enable the media library, and Hide file extensions. This will provide a simple menu structure, based on your filesystem, without displaying a bunch of unnecessary menu options on the streaming client.
If you're on the PC and have video files that contain AC3 audio, and want to pass that through directly to the PS3, without muxing it down, you should skip over to the Transcoding tab, and move Audio High Fidelity to the top of the Audio Files Engines section.
Setting PS3 Media Server to Start Automatically
On OSX, your best bet is to just right-click on the icon on the Dock and select Options, Open at Login. While you can run OS X apps prior to login, we've never had particularly good luck getting it to work reliably. You're better off just setting your Mac to automatically log in.