It's entirely possible to use ArtNet to control lights over a WAN. In this case I used the Console and Enttec Node to control lights at my house, while I was three suburbs away at a friends house (thanks Scott!).
As ArtNet relies to broadcasts to discover nodes and transmit DMX data, the networks at each end need to be bridged. This is pretty easy to do under Linux as you can see here:
So the idea is that by using vpn software we create a tunnel from the linksys router at the top, to the Linux firewall near to bottom. I used openvpn, simply because it was packaged for the WRT54G, but you could use cipe, freeswan or a host of others. Once the vpn is set up (and working!) use the brctl program to bridge the vpn interface and the local network interface. The two LANS at each end are then on the same subnet (192.168.20.0/24) and everything works as normal.
So, what did I find? Firstly there as a noticable delay between moving the faders on the console, and receiving notification that the lights have moved (I was ssh'ed into the end node so I could see the values as they were written to the DMX interface). Even considering that this delay was double the actual delay, it was still significant. Further investigations will follow.