In the context of MCML...
>> Can I composite moving Text over video?
Yes. The Z sample application in the SDK demonstrates how.
>> Can I composite ActiveX objects - i.e. does it support windowless controls?
No. You cannot use ActiveX within MCML.
>> Is there anything that is likely to cause me problems when using multiple displays (all running different MCML pages or the same one)?
Yes. There will only be a single instance of Windows Media Center, therefore you can only have a single page of MCML. Also, if you run Windows Media Center in full screen, it locks the input focus (mouse, keyboard HID events) to that screen.
>> Can I composite video (WMV etc) that is either loaded locally streamed over the network?
Yes. The <Video> model item is not aware (nor does it care) about where the video is sourced.
>> How does DirectShow/DirectX fit into the whole MCML architecture?
Windows Media Center is a DirectX application, and in some cases leverages DirectX Exclusive Mode. You can't use DirectX objects directly from MCML.
>> Can I feed a Filter Graph into an MCML page and have text overlays?
It depends. To get video into <Video> you use the PlayMedia method from the Windows Media Center API.