We have a Sony Bravia here in the office and I'm successfully playing all of my WMV files on it. It took a little fiddling to get it set up however. Here are the steps I took (**edited per Bob's comment below**):
1. In the "Tools / Options / Media Network / Add and configure DLNA servers..." dialog, I clicked the "Add" button and selected "Sony BD/TV".
2. With "Sony BD/TV" highlighted in the top window, I selected Video Conversion: Always convert and Encoder: MPEG2/DVD Pal stream (normally I would select NTSC but I'm showing what you would select if you have PAL equipment). Our Bravia TV works with either PAL or NTSC setting.
3. If you are using PAL in step #2 above, click on "Advanced" and change the "Video DLNA Override:" text to read MPEG_PS_PAL rather than MPEG_PS_NTSC. Dismiss the dialog with Ok.
4. Right-click on the Bravia TV item under "Playing Now" and select "Associate with DLNA server" from the menu and select the "Sony BD/TV" item from the sub-menu.
5. Drag a video file onto the Bravia TV item under "Playing Now" (mine was "BRAVIA KDL-46NX810") and select "Play".
I tried a mixture of WMV7,8,9 with various video and audio codecs. Keep in mind that protected WMV files like those purchased from Amazon will not play over DLNA.