For a few years now I have been thinking how cool it would be if all the speaker systems in my home could sync up and play the same track simultaneously and then remain in sync. There is ShoutCast which is a free WinAmp Plug-in that will allow you to connect to an audio stream and then there are other plug-ins you can use to remotly controle winamp like iAmpRemote, but this all needs setting up.
But there is a company called Sonos that does room speaker systems that sync themselves and has a load of remote control options that are all really cool. However I don't think a lot of traditional consumers of music are going to be into Sonos because it is more tuned to the digital age.