About 3 weeks ago, I signed up for Zip.ca, an online DVD rental site. I pay $25/month and they mail me DVDs with prepaid envelopes to mail the DVDs back. I can have up to 3 films at a time and when I finish viewing one, I mail it back and they send me one the same day (I notify them on the website that I put it in the mail).
It's been working great! I've watched 7 movies so far - several of which would not even be available at my local video store. Plus there are huge savings. I can easily watch 10 films in a month from zip.ca. That's $2.50 per movie whereas locally I would pay $5 (the same as the going cost to buy a previously viewed movie!). It's also tremendously convenient. I can keep the movies for as long as I like (they actually make more money if I take a long time to watch it). They come right to my door and then I drop them off in a local mail slot on my way to work in the mornings.
The selection is really what I celebrate. They have a multitude of old classics, foreign films, documentaries, and best of all the Criterion Collection. I simply pick the movies I want to watch - I've got 66 in the queue now - and put them in the order I'd like to receive them. They do their best to send them in that order (I usually get movies from my top 10).
To see what I've been watching lately, check out Zaak Watches Movies (by himself).