Thumbnails are not possible for video files in the current version of PCmanFM (I do not know it it is even planned for the 1.0 release)
Also I don't think that there should be any problem or additional configuration to have video thumbnails in nautuils and thunar (well, for thunar you have to install thunar-thumbnailers package). But it's a little tricky - still the My Documents folder on the desktop will lead to opening the home folder with pcmanfm, also any additional folders on the desktop, as it is still controlled by PCmanFM. Actually, if you start nautilus without the --no-desktop option, it surely would "take control over" and you would have it's desktop (the familiar one from the gnome version of linux mint and ubnutu)

But it is way less lightweight and it is completely up to you
