An app named AndSMB can connect to Samba shares on Linux, Windows and OS X hosts.
But probably the simplest method though is to install the OpenSSH sshd server (apt-get install openssh-server) on your Ubuntu PC then connect to it from your Android device using the AndFTP app using the SFTP protocol.
Both apps are free, available from the Google Play Store.
The media player app BSPlayer can play most video & audio file formats from an SMB share over the network, so you don't have to copy media files to the device first. Handy if you have a mediaserver at home.