The advantage of jumbo frame is perhaps two fold - increased network throughput and reduced CPU utilization - although that might be an "either/or" scenario - as in you can have either increased network throughput or reduced CPU unitlization for the same network throughput, but not both, and this may differ from one scenario to the next.
Although you should see an increase in file transfer speeds with 4~12 GB files, I don't know that it will translate to any performance improvement when streaming video - I would guess that as long as the network bandwidth is adequate to display the movie, there will be no perceived change - but streaming media is not my thing, so that is just a guess.
What are the pro/cons of setting it to 9000? There is really only one way to find out - try it and see - jumbo frame although not new technology is still quite controversial and there are no defined standards - one manufacturers' 9000 bit frame is anothers' 9014 bit frame, and so on.
I mentioned earlier that you need to have a gigabit network that supports jumbo frame so you should have recognized that's not just any gigabit network - does your gigabit switch support jumbo frame? Does your Dell laptop support jumbo frame? I kind of suspect not (especially the laptop).
Let's assume that both the switch & the laptop support jumbo farme - you still have to verify what frame sizes they support and you'll still need to test with the varying frame sizes - I have heard of instances where a 4000 bit frame gave better perfomance than a 9000 bit frame.
How would the other PCs be affected - that is another controversial area - some folks will tell you that every device needs to support jumbo frame, and some will disagree - based on my experience, they should continue to work fine. What I will say on the subject is this - for jumbo frame to work, the entire network path between the two endpoints will need to support the frame size you intend to use.