For playing *.mkv, *.rmvb and other HD videos i tried VLC, winamp, media player classic. But the best is KMPlayer imo. By me it plays HD videos without any stuttering and both video and audio are synced between each other, while other players has these problems.
For other videos (like DVD-rips, CAM-rips) i mostly use VLC.
And finally, for music i use XMPlay with Izotope Ozone addon.