> Premiere Pro
> After Effects
> Photoshop
> Illustrator
>
> I know Flash will do some of the stuff, but a lot of what I do is playing .mpg
> or .wmv video files

A couple of the programs you mention are used to *produce* video, but
not exactly /play/ it. There others are graphics production tools

> Does anybody use Fireworks?

Which is also a (web-centric) graphics production tool.
None of those you mention compete with Director, though they are useful
tools in a Director-centric production pipeline. I thought you were
asking about alternatives for (interactive) multimedia production.