Want to play vids in wmv format w/o having to update your old, trusty Windows Media Player v. 6.4 to the latest, bloaty, spy-ware enabled one? Or maybe you’re running some other operating system and don’t want to be shut out of the fun. Try VLC. Also plays mpeg1, mpeg2, mp3, divix, ogg vorbis, and many others. Binaries availible for Windows, BeOS, OS X, and several Linux variants (source code is there for the rest of you).
For dealing with those pesky bz2 files (includes a nice command-line Windows binary that I’ve found useful).