This only seems to set a proxy which is ok, but limited to your browser. Stand-alone mediaplayers (apple tv, roku, ...) won't be able to use this easily.

I always liked the DNS based services[0] seeing as you can enter them in your DSL router and all wifi appliances will be able to take advantage of them. The other option I used was using socks and proxychains[1] to force e.g. XBMC through an SSH connection to a cheap US VPS.

Both of them have the advantage that you don't push ALL of your traffic over a VPN line.

[0] http://blog.marc-seeger.de/2011/04/07/hulu-and-iplayer-outsi...

[1] http://blog.marc-seeger.de/2012/02/26/socks-and-proxychains-...