To play videos, you may want to give 'mplayer' a try (the best player on earth), but if you like a nice GUI, then you should better go with 'totem'. I can recommend this two, although there are several other (good) players out there.
To install both type:
sudo apt-get install mplayer-nogui totem
Additionally install the essential codecs package from here:
For music files try xmms:
sudo apt-get install xmms