wmv: great compression, ugly movies and not crossplateform evn if mac version exist. Streams takes ages, and require MS OS to run And VERY VERY bad security.
Real: compression suck goats in hell, ugly quality, but faster start for streaming.
Quicktime: fair compression (supports many formats such as the latest 3gpp for cell phones and mepg4 clear crytal quality), very cross plateform. You can customize skins etc...
Most people who blame qt because the don't know how to use or setup quicktime! Using it just exporting to mov sucks, there're a lot of options to optimise the size for dl or for the stream.
We use quicktime stream servers using rtp/rtsp it free and easy to setup. It runs on OSX server, linux, solaris, and winblows.