I recommend using VLC media player (it can play anything). Best part is it's free, open source and completely free of spyware. It is also the most popular player out there.
VLC media player is a highly portable multimedia player for various audio and video formats (MPEG-1, MPEG-2, MPEG-4, DivX, mp3, ogg, ...) as well as DVDs, VCDs, and various streaming protocols.
If you also want free codecs, the Divx codec or K-Lite codec pack should allow your media player (e.g. Windows Media Player) to able to play and DVD's you have.