re:
Any web-based videos including YouTube or other than YouTube? What resolution and framerate are these videos in? What format (Flash, mpeg-4 AVC, HTML5 mpeg-4 AVC) are these videos in? Have you tried playing videos from these problematic sites on another similarly powered device?
You may want to ask your question in the Surface Pro 3 area, this section of the forums is dedicated to the Surface 3 but I'm sure people (including myself) would be willing to help.