I just turn to KDE recently as I don't know what the hell GNOME is doing. The most shock is KDE is just "you install it, you use it", the default setting is very good.
Also softwares I like, and hardly to find alternatives are:

1. Kwrite.
I like the vi-mode, since I like vi-bindkey very much. But qt-gui vim editor is rarely to see. Kwrite is my only choice.

2. Dolphin preview.
Er, I prefer E17's filemanager preview than dolphin's preview, since E17's preview can appear with auto-location, but dolphin's preview can only appear in a static panel.
But I can't adapt to E17's operation.
In movie's preview, I once see E17's filemanager can pop a preview with playing the movie, but I can't manage dolphin to do this.

3. Okular.
Best Qt-gui PDF viewer.
But create new bookmarks seem cannot save in the orginal PDF documents, so I can see the bookmarks under WIN7.

4. dragon player.
Slim gui. Very good.

With regards to #2, you may wish to enable tooltips. This setting can be found at Dolphin > Settings > Configure Dolphin > General.
Dolphin does support inbuilt previewing of video files, however playback will not begin immediately (and this functionality is not supported in tooltips). If you ensure previewing of video thumbnails is enabled in the Dolphin settings, then it should work.

For #3 I think annotations are saved inside the PDF files if you have a new enough version of Okular (it should be present in KDE 4.10) and Poppler (the underlying PDF access library - this will probably depend on your distribution). I do not know if this extends to bookmarks however unfortunately.