Methods and apparatus for extending the capabilities of a client device (e.g., consumer premises equipment in a cable network) using one or more on-demand applications. In one aspect, an improved media handling extension is provided within the device with which the various application(s) can interface to facilitate on-demand interaction between the CPE and the head end or other network entity. In one exemplary embodiment, the client device comprises a digital set-top box (DSTB) having Java-enabled middleware adapted to implement the OCAP/ACAP/MHP mandated Java Media Framework (JMF) APIs. A specially configured application is downloaded to the DSTB and run, the application configuring the paths within the device to provide, inter cilia, media access to the on-demand application(s) according to one or more network specific protocols. Accordingly, the network MSO can also uniquely configure the CPE within its network for on-demand capability according to its own specific protocols from the head-end. Improved client device and head-end configurations, as well as methods of operating these systems, are also disclosed.