Plex or Infuse. MrMC is a good one too, but has a slightly steeper UI learning curve, and the Siri Remote touchpad can be a tad sensitive, for example I'm constantly accidentally swiping ahead 10 minutes into a video instead of 10 seconds. Personally, I've found there isn't a 1-fits-all media library app. For my use, Plex is a foundation with Infuse and MrMC supplementing it -- primarily use the latter 2 for more comprehensive subtitle lookup/download.
The free version of Plex is very capable, and the only one that also works on each of my Roku, SmartTV, Windows 10, macOS, tvOS, and iOS devices. The paid version adds some nice functionality, but it's perfectly usable without a PlexPass subscription.
The only negative with Plex is it requires a Server. Which in some case may have an advantage. But MrMC and InFuse can play directory without the need for an extra server.
In my experience. InFuse vs. MrMC
InFuse has the best UI but for my MPEG2 files it is very slow. No other player that I have tried is this slow. No idea why they can not fix this glaring problem with so many to compare too. MPEG4 Files are fine.
MrMC has the worst UI but the best performance. The problem with the SIRI Remote Touch Pad may have been an issue for the early release but not any more (for me).
I have a HDD attached to my AirPort Time Capsule, I wouldn't recommend putting any files directly on to your TC, unless you no longer use it for backups. I then use Infuse, which I've had no issues with, and even bought the PRO version, for more sound (and maybe picture) options. I love the interface, and the way it works across my iOS devices, I can download movies directly to my phone via the app.
Also, Infuse is regularly updated, and FireCore are very active in these forums, for feedback and help.