The ASP.NET framework includes the WriteFile and TransmitFile methods for serving up large chunks of data. As Dino explains, they're an improvement over plain old OutputStream, but you'll still need to address to the problems of tracking and resuming large file downloads on your own.
Dr. Dobbs speaks with Adam Nathan, author of Silverlight 1.0 Unleashed. Adam discusses the strengths of the Silverlight platform and shares his current site favorites using Silverlight technology.