For video, I use mplayer which plays more formats than vlc player.
For music, I use xmms which is very similar to winamp.
I think you can download both as binary packages that automatically installs from www.blastwave.org
. There are installation instructions on that page. Readm them. There are lots of program to download there. I recommend "gkrellm" which is a small program that monitors cpu usage, ram usage, disc, etc.