Looking at the reviews, the Plex app appears to have a load of potential but is currently a bit buggy unless you switch Bluetooth off your phone.
It does stream over 3G as long as, and I quote their app description (minus caps lock), "you must have the server installed and running to stream media... you must be savvy enough to configure port-forwarding on your router." Cool beans! Probably rape your phone's data plan if you use it all the time though!
