In all the "Guides to finding the host for you" I've read, I haven't found any examples that my planned website will fit into.

The website I'd like to put online will essentially be a site to promote an independant film. That means there will be mpegs or streaming video online to present clips of the movie. Which means high bandwith requirements. My only worry is how high? This is no mp3 site where thousands of viewers will be downloading things, I don't expect an incredible number of hits. Still, the movies (in order to make them remotely watchable) will be sizeable. In the 30-40mb range. And I hope to have quite a few online.

Am I really going to need a dedicated server to have this site function without overwhelming a shared server's bw limites? Thanks for the help.

If you have the budget, I would recommend a dedicated server. Dedicated server also have limited bandwidth but we are talking about over 200Gb/mo.

Playing Mpeg or streaming movie will surely take lots of your bandwidth. It really depends on how many people will browse your site and how many movies will be viewed per individual. It will make a big difference.

Good luck