Is there any other way to watch stuff on the Internet with out downloading flash?

Depends on who is doing the coding on the website. Flassh although the most popular is not the only way to post video content

Some websites choose to stream in QuickTime formats such as .mpg or stream in Windows media format .wmv or use RealPlayer compatible videos. There are also videos you can download directly to your computer in these formats.

Many sites have changed to flash players because they are less bandwidth intensive.