I would recommend the mplayer plugin over gxine any day. It gives you a plugin for just about every kind of media (wmp, real, quicktime, etc). The easiest way to install it is to simply use the slackBuilds at slackbuilds.org.
Alien Bob also has a nice script for vlc and its plugin. While I don't have any experience with that plugin, I can definitely say vlc media player is great.
With plugins like these you really don't have to worry about messing with how Firefox manages file types as that is a separate issue. If you need direction on that specifically I can point you in the right direction, though.