They need to fix Quicktime on Windows. It's a good application, with great quality codecs, but Apple keeps fucking it by bundling it with iTunes (because it's needed by it internally) and with all little retarded things it does when you install it.
Then again, I'm on a Mac, and work with Quicktime all the time...
My least favorite format is ASX. It's a WMV streaming header file to be used with a streaming server. There is this one site I know that always puts up videos in that format, but because (I guess) they don't know how to configure their server properly it never works for me. Works on PC, but never on anything else.
My only complaint with Flash based players is that if the window isn't in focus (selected), then it [Flash] automatically reduces the framerate which makes it hard to watch while doing something else. Google solves this by giving you a standalone video player for their own GVP format (which, if you download it, is nothing more than a text file that contains a link to the real AVI file, but alas they mess up the headers so it doesn't play in Windows Media, but plays fine in something like VLC).