I tried Xine for my videos, and now I would like to try out
Mplayer, I have heard pros and cons about each and it seems
to be a tie between users.
My question is pretty dumb I guess, but since I am new to
Linux I need help.
I went to the Mplayer site to download, but I dont know
exactly what files I need. They have several variations...
Both versions - mplayer-common (1118 KB)
Non-GUI - mplayer (1196 KB) or
GUI version - mplayer-gui (1449 KB)
default skin package (213 KB).

I have the codecs, but I just dont know what to download.
I am using Redhat 8.
Thanks.

You'll need, first read this:

http://www.mplayerhq.hu/DOCS/

Then get those here:

http://www.mplayerhq.hu/homepage/design6/dload.html

source:
MPlayer v0.90 source

then codec:
All-in-one package

And any other packages depending of your taste (with gui or not) etc...