The easiest way to go that won't be real expensive would be to buy/build a Windows XP Media Center machine.
I built one in a little Shuttle case and it works great.
A lot like the one they have on the front page, but a slightly older style.
http://us.shuttle.com/
I built mine with a simple 3GHz to keep the cost down, put in 2GB of RAM, and a 500GB Hard drive. Add a dual cable TV tuner, and a vid card with DVI so I could go DVI out->HDMI in on my screen.
It has a remote, I have 2000+ albums of music saved to it, it'll do PVR funtions like a Tivo, etc. Can even be flipped in/out of suspend mode with the remote.
Let me know if you have any questions, it works pretty slick.