I don't know if you'll find one that doesn't need to be connected to a computer - that is how they work, by transferring media files to it, just like an ipod without a computer wouldn't be much use.
I use the Popcorn Hour, which plays a wide range of formats, including DVDs and HD films. You can also network it to play files directly from the computer.
This page lists all the hardware media players in existence (so it claims) - you could look into them further to see if any do what you require:
http://www.iboum.com/net-media-players.php