Using built in network sharing I transfer files to the surface over the home network. No need for usb or sd cards.
I use Mplayer classic for videos. Winamp for audio.
go to codecs.com for the latest codec pack to play most all formats in one simple pack (klite is what I use).
Yes but that only works when your on the network... doesn't work when you're on the road away from your network... so you still NEED USB and SD cards when traveling on a bus/train/plane for some hours and wanna watch a movie