MediaPlayer, ProgressBar

Personally, I start off a Thread that checks getCurrentPosition() every 200ms or so until the onCompletion() event gets fired off:

private class MediaObserver implements Runnable {
  private AtomicBoolean stop = new AtomicBoolean(false);

  public void stop() {
    stop.set(true);
  }

  @Override
  public void run() {
    while (!stop.get()) {
      progress.setProgress(mediaPlayer.getCurrentPosition());
      Thread.sleep(200);
    }
  }
}

private MediaObserver observer = null;

public void runMedia() {
  mediaPlayer.setOnCompletionListener(new MediaPlayer.OnCompletionListener{
    @Override
    public void onCompletion(MediaPlayer mPlayer) {
      observer.stop();
      progress.setProgress(mPlayer.getCurrentPosition());
    }
  });
  observer = new MediaObserver();
  mediaPlayer.start();
  new Thread(observer).start();
}