You can sell Movies but the payment processor doesnt come cheap, maybe a little cheaper than AW I haven't looked into it, ccbill and verotel are probably the best known options to deal with payments, I cannot find ccbills charges but verotels are here http://www.verotel.com/comparisonchart.html
As for a members site again if your hosts allow and support it yes.
As you describe yourself as a technophobe, am I guessing here you wont be able to set up everything yourself? If that's the case then its another cost and all of a sudden AW doesn't seem so expensive.
An alternative option is using referral links to your pay content on AW that means you get paid ( a measley amount) when people follow those links and pay to view the content, that is as simple as copying and pasting code supplied by AW.