Hi, welcome to 3D. For the Epson 5020, PS3 glasses work fine and they have been available on the internet cheap - but they are kind of getting sold out, so hurry.
Most 5020 owners find the 3D to be fantastic. A small minority find their projectors to be maybe defective. The 3D looks double or blurry to them in the part of the image that appear furthest away or closest. That should not happen, so if you are not thrilled with the 3D you see, call Epson and they will take care of you.
The player doesn't matter so long as it plays 3D - not all do, but the PS3 does.
As for content (besides Avatar, which is for sure) you will get widely different advise from different people. Some recommend ones I thought were bad movies.
For IMAX type documentaries, you con't hardly go wrong. They are all pretty great in 3D. My favorites are Under the Sea, Dinosaurs 3D: Giants of Patagonia, and Hubble 3D.
I also love Cave of Dreams 3D, which shows cave paintings like you are there, and you see what all the excitement has been about. Those cavemen took great advantage of the contours of the walls.
I also like The Ultimate Wave Tahiti 3D.
As for regular movies, I also like and admire Alice in Wonderland 3D, Cloudy With a Chance of Meatballs 3D, and Prometheus 3D.