At home I use my Roku unit or my WD-TV unit to watch them. I transfer the files to a thumb drive every so often.
On the ship I bring the same unit's (preferable the Roku) since on last cruise I realized how neat it is to be able to use the Roku remote earphone plug in so as not to disturb my husband. Once connected to the ships TV it stays there until we leave. It only involves switching the input whenever I want to use it.
The Roku also lets me connect my phone to the cabin TV to either watch movies or my photo's/video's taken during the cruise.