Watching videos on your iPad would have been an enjoyable thing if you’re not annoyed by the few formats it supports (i.e., mp4, m4v, and mov). Thus playing videos on your iPad could even be a chore with the native video player. There are many video player apps for iPad videos, most of which are declaring to support formats. Among them, I recommend you 3 ones which are good that play most of the standard video formats (wmv, mkv, avi, mp4, flv, rmvb, and even subtitle files) and cost you no money.
PlayerXtreme HD - Premium Multimedia Player
PlayerX would be a decent option for most standard quality videos, despite its slow speed in loading files. BTW, there are no ads included.
As the latest application for Video, Music & Photo streaming from any compatible UPnP/DLNA server, you can use embedded Windows 7 server (built in Windows Media Player), or download any other free server, if you don’t have DLNA/UPnP servers.
With free these video players you can watch your movies on the go from anywhere even if they’re in any format even if they don’t normally play or even sync with your iPad!