What's a good source for movies and TV programs that I can download to my computer?

I know a lot of people use Netflix, which I read starts at $7.99 a month.

However, is there a service that has a pay-per-file option, so that I pay for each video or program that I download, instead of paying on a subscription basis?

Also, I’d like to be able to download these files to my hard drive, which I don’t think one can do with Amazon; apparently one has to buy their flashdrive (stick) if they want to watch any files from them offline.