Ubuntu is a totally free distribution--not just in cost. Nothing proprietary comes with Ubuntu, not even proprietary formats, like MP3. You can enable them one by one using this guide:
The Ubuntu Guide also has a bunch of other useful stuff in it.
Someone also wrote a script to install a bunch of popular proprietary stuff:
By the way, in the future, you may want to do Google searches like this one
. They're very helpful, as most of your questions are not new.