Previously when downloading an iTunes U video I could double click it and the video would start playing while it is downloading. But now after updating to iTunes 10 it doesn't seem I can do that? Is it just me or have Apple gone backwards on this.
I'm not sure whether this was available for iTunes U items before, but it definitely isn't available now. As a compromise, you can stream an iTunes U item directly from its listing in the iTunes Store. And yes, you would still have to download it separately if you want to keep it.