You can save just about any kind of QuickTime content if you purchase QuickTime Pro. I did, and I'm making full use of the new capabilities I have. As for other media types, I'm not sure.
I thought I'd bump this up again. I did a search in the forums and google and didn't really come up with a solution. I definitely know though that QT Pro is not working for saving STREAMING files.
Anybody got a suggestion?
The trick with QuickTime is not to download the streaming file, but to get the server to send you an HTTP link. It's possible, but I have no idea how it's done 🙁