I couldn't find any of xine or mplayer rpm s in RedHat 9.0 installation CD's, there may not be such a thing, because as I understand Red Hat doesn't support Mpeg2/3.. file formats due to copyright and license stuff thingies. However you can of course watch mpegs in RH9.0
I use both xine and mplayer in my system, my experiences show me that, mplayer is a more rubost player, you can control many features, and the player doesn't consume much resources as xine does. However xine is rather slow and consume more resources. And for example I am having lots of problem with xine when I try to put a subtitle, there isn't a button I could found for that purpose, but I managed to find a short cut which is CTRL+S however that doesn't work always. Sometimes xine makes me crazy as you will understand. But most of the time, I use xine. because it plays the movies better than mplayer, I am still having problem with mplayers video support I am trying to solve them.
I guess you should try both of them and choose the best one for your system.