streaming from iTunes on you computer will also allow you to stream to multiple locations at once in sync with each other (you computer is included, so you can have sound out of your computer and the express at the same time, or multiple expresses)
another option is airfoil, which will allow you to stream audio from any program (one at a time) or full system audio. Also works to multiple locations. which is nice if you use rdio, pandora or similar.
With airfoil, you can also use their app on your iOS device as a receiver.
All the audio will be delayed a couple seconds so this really isn't a good option if you want to watch videos, iTunes is delayed as well, but it delays the interface on your computer to match the remote audio.