I haven't had this problem. My ATV2 and Windows 7 PC are both wired. The ATV2 is next to the Time Capsule and I wanted performance and not wireless issues no why not?

My PC is on the other side of the house in the basement. I get good WiFi signal, but after years I decided to pull a cable to it (again for performance) and movies play great. They probably would have over the 802.11n WiFi but I'm getting lazy in my old age.
Anyway, we primarily use iTunes from the Windows 7 PC but sometimes use iTunes from the wifey's MacBook (wireless). No matter which one is asleep, the computers show up in ATV2 when we turn them on or wake them up. The Apple Remote app does send a WOL so I wake up the PC with that instead of trudging downstairs.
Anyway, the point of all this is that I'm willing to answer questions about any / all settings on my ATV2, Time Capsule, MacBook, and PC if you think it will help you solve your connectivity issue. I agree with the others that it sounds more like a networking issue. I'm not a WOL expert (other than it wakes up my PC)

but I am familiar with everything else. I've still got a USB 802.11n WiFi NIC around but if it is a power / sleep issue then the protocol sholdn't matter other than WiFi typically has more granular settings.
If you're game, I'll start with from day one all the pieces are DHCP except the Time Capsure and WOL is enabled on the PC. The PC NIC can be turned off to save power, it is allowed to wake the computer, and only a magic packet can wake it (which may be why the ATV2 doesn't seem to but I haven't had a chance to look into it since the app works). Looking at the Advanced settings I don't see anything at first glance that would make a difference. The PC is set to sleep after three hours and if we're not watching something from iTunes I will manually put it to sleep when I remember.