Apps you can move using the applications menu provided you are still running Android 2.3. Just go to the apps menu, view the app and if the "move to phone" button is not greyed-out you can move them. Remember that widgets will break if you move the corresponding app to sd, and that it only moves part of the app. Application data will always remain in internal storage.
If you are on Android 4 then this option has been removed I'm afraid.
Pictures and videos I don't know, as I've never owned a Samsung. I'd have expected there to be an option in the camera app's settings ("Storage" or something like that) to let you choose where the files are saved to.
You can always move media manually using a file explorer app (plenty in the Play Store), but then you'd have to keep doing that, which is less convenient.