Don't know about movies, but you can download both Kindle and Nook readers for Android - but only works for their stores.
There are other ereaders. Aldiko is popular, Moon, FB Reader. All these will read epub.
Aldiko is supposed to be able to read pdf.
I use the SD card, but dropbox should work. If you do use the external SD card, you have to really hunt for the path to get to your books.