Depends on what type of file. I have had great success playing files on my phone as well as streaming them over my network, so, quite pleased with my X2. The only file type I had issue with was MKV. These I had to convert to MP4. Other than that, just throw em on your phone and you are good to go. I would test them all before you get on the plane though. If they don't work, like I said, try converting them to MP4.
Also, they don't need to be on your SD card, can be on internal storage as well.
You might want to consider getting a couple of media players, just to have options if one doesn't work. I have been using MoboPlayer to play my converted MP4 files. When in MoboPlayer you have to long press the file, then select Hard Decoding to Hardware Decode. Software Decoding doesn't work sometimes, and, I think that might be the default for most players. Other good players are QQPlayer and RockPlayer.
Like I said, if you have any issues, make sure to try both hard and soft decoding. If that doesn't work, convert to MP4.