Dowload/play mpeg, etc from web
This may have been posted before, but for those looking for a solution to be able to download and play mpeg, wmv, etc directly from web pages:
Download Vanillasurf (app store)
Download VLC (app store)
Download iFile (Cydia)
Now, you can surf to sites with various video files and download via Vanillasurf. These files will be stored in the Vanillasurf app file. So, you can use iFile to access /var/mobile/Applications and find the file for Vanilla surf (you'll have to dig in as it's labeled a string of letters/digits). Once you find the folder, go to Documents/WWW and you see any video you've downloaded. Click on it and VLC will open and play. Works well with mpeg. Hit and miss on WMV.
Haven't tried doing this with attachments in email but might work as well.
Just wanted to post this in case someone was trying to find a solution as well.