Welcome to Android Forums, Neil!
You could use a sync'ing app like doubletwist as El Presidente suggested or you can simply copy the file to your phone using the USB cable. As long as it's a format that the media player recognizes, you will be able to watch it.
Streaming media really depends on the media. Audio uses much less than video and HD video uses a good bit. I think you will have a problem streaming any video over a 2G connection.