I was initially happy to find that my Samsung players would play most of my existing video files, but I found it frustrating that many would not allow FF/RW or jumping to a time index (not good when you have to take a break from a long movie!). So I did some research with different tools and formats, and this is what I've found. I hope that this is useful to others, and that other people will post their own findings.
AVI files: The Samsung player seems to be able to play most AVI files with most of the common codecs, but it can't FF/RW in some AVI files. The difference is that those files use the OpenDML format extension. This extension was created to allow AVI files to grow > 2 Gbytes, but many encoders start to use it at around 1 Gbyte size. Some AVI utilities show when the file uses OpenDML format (e.g., GSpot), others don't. If you have an AVI file using OpenDML format between 1 and 2 Gbytes in size, you can use VirtualDub to remove the OpenDML format. Open the file in VirtualDub and then Save As Old AVI Format with the Video option Direct Stream Copy. That won't affect the video quality or file size, but FF and RW will work in the resulting new file.
MKV files: The advantage of using MKV files is that they can contain multiple audio tracks and chapter marks. One of the best utilities for copying a DVD directly to MKV is MakeMKV (it doesn't change the MPEG-2 encoding, so it's very fast). Unfortunately the Samsung player cannot FF/RW/Skip in the MKV files it creates. The best alternative I've found is Handbrake. Handbrake is much slower because it does re-encode, but on the other hand the default H.264 compression that Handbrake uses does a good job of reducing the file size while preserving quality. And the resulting MKV files are compatible with FF/RW/Skip on the Samsung player. The Samsung player does support multiple audio tracks in MKV files (e.g., alternative languages or commentary), but unfortunately it does not recognize chapter marks in MKV files.
VOB files: Unfortunately the Samsung player does not recognize VOB files when played from a USB drive, even if the structure is exactly the same as the DVD. Popular free server programs like Serviio and TVersity can transcode VOB files on the fly for the Samsung player, but there's a problem: when there are multiple audio language tracks, they are placed in a different random order in each VOB file, and the server programs just play the first one. That means that the language switches randomly with each VOB file, and most movies have multiple VOB files with multiple language tracks. The server software would have to read and understand the DVD structure in the IFO file to fix this, and unfortunately most don't.