Media players like
VLC or
VMPlayer will handle just about anything you throw at them.
If you want to stick with your current media player,
FFDSHOW will decode the majority of video types you'll run into.
If you stumble across something that is harder to decode,
AVICodec will tell you exactly what the file is compressed with and tell you where to download the required codec.
Hope that helps. :)
BTW What is the primary media player you use?