You've got a slide switch on the N810 for locking the screen and keys; that comes close, and I think in about a month when Diablo is released, there'll be a power user tweak that lets you actually put it in softpoweroff mode. (Softpoweroff is broken in the current public release...)

Are you letting the video buffer completely before you play? The wireless chipset on the N800 uses a good deal of CPU during heavy data transfer, so video streaming isn't always the greatest.