It bothers me a little, since it takes longer to load, especially if you want to watch a large video of 600MB+. Also, some of these tmp files dont get deleted for some reason. While looking for that tmp file in /tmp, I found several files that should have been deleted upon reboot or exiting the program, but they're still there.

Well, I seem to have 22.7MB in /tmp and much of it is >2years old! It hasn't done me any harm, but I expect I should clean up.
Not quite sure where I should put a rm -rf /tmp/* without fouling something up. Maybe in /etc/rc.d/rc.local?

You're asking the wrong person :P I've only been using Linux for about a month. :)

I'm trying to get AmaroK to play files using fish://, but gstreamer says that it "can't determine the type of stream".

Tredgar, try Noatun. It appears to be streaming via LAN and doesn't copy the file. Now that I know that it's possible, I have to try to get it going in AmaroK.