Ok, I used to like "Tsunami Filter Pack", but that sucked in the latest version.
(VLC) VideoLanClient is nice, defenitely.
Defenitely the best thingy ever is
ffdShow. Can decode lots of things, is very small, but best of all: PostProcessing (with automatic quality control if your cpu is not "idle enough"). IMO it significantly improves quality for bad encoded inet videos or low bitrates...