If they're HD, or not playing properly when you try to play them directly, you can try run them through a freeware program called XMedia Recode (Just choose the iPad preset and under the video tab check "video copy"), it'll just change the container of your file into an mp4 and make it play silky smooth on the iPad and is much quicker than converting the whole file.
If they're avi's you might find they play smoothly on the iPad anyways (using a third party app such as CineXPlayer, or AVPlayer HD etc), if not, you might have to convert the whole file which may take considerably longer if you don't have Intel Quick Sync.
EDIT: Another thing I find annoying about the process, apart from the iPad not being able to play HD mkvs, is transferring the files, and if you're on Windows you have to use iTunes which is slow beyond belief, I know this is not the case on Mac, so I use another program called DiskAid, and the interface is much quicker but not as appealing to look at than iTunes.