I'm using Anywhere inside my home network, it works fine there.
But yes, many of us, including me have low upload speeds which makes it not work very well at all. I tested it last time I was away from home, and though it worked fine the PQ was pretty bad. Personally I think that unless you have a pretty good upstream from your home, then Anywhere has limited value.
Yes, it would be nice if the live TV option didn't require the home box to actually receive the signal and send it back out...
*edit*
Although now that I think about it, I seem to remember my old dish box with external sling adapter working (marginally) better than the HWS. Did anyone else have this experience?