The PS3 will play MP4 and AVI format video file natively from the XMB without any kind of mods or homebrew. either copy them to the internal HDD or play them from an external FAT32 MBR format HDD using the Vidoe Column of the XMB.
For MKV you will need Movian and certain Codec used can be played correctly certain H256 MKV's should be fine but any better and you will get and error playing the file saying "CPU too Slow to decode file" and you will get serious lag playing it.
IMO using MP4 is the best way to go on PS3 as you don't need anything special to use them at 720p and 1080p resolutions.