I store my media on my own websites so I can access them when I need them. I use Safari to locate the data and download it to my iPad and iPhone, and then I use the "Open In" feature to push the item into the app that I use. I use Marvin for reading epubs, GoodReader for PDFs, and CHM+ for chm books. Usually when I use "Open In", the app I want to push it into is way over to the right. I just accepted this. Tonight I learnt that I can move those icons around so my app is always the first one.
You get to the "Open In" menu, then just pull your icon to where you want it. You can rearrange them to suit yourself. So now, epubs have Marvin as my first option, PDFs have GoodReader as the first option, and chms have CHM+ as the first option. It's a small thing, but a very satisfying thing.