I've tried the dropbox route, it was terrible at best (for anything more than a small video clip)

To stream movies to my ipad my preferred solution is AirVideo - particularly since it can do offline encoding so I can take advantage of the native h264 capabilities.

For downloading a video from any web server and watching it later I like Azul (it can play most formats), I haven't used this feature but it is supposed to be able to play the file while downloading (as if it was streaming).