Preview can't open all pdf documents ... some require Adobe Reader. I've never had a problem filling out forms in Reader, but Adobe has crippled it so that, in every other respect, it has fewer capabilities than Preview. Try to do anything else, and you're invited to pay for the privilege.
One caveat about Preview: If you fill out a pdf form with Preview, and save it, it won't be formatted in quite the same way that Adobe Reader would have done. As a result, if you upload the filled-out form to a website that expects "pure" Adobe pdfs, your entries may not show up at the receiving end. I've gotten around this with PDFwriter - it installs like any print driver, but "prints" to a plain vanilla pdf file that can't lose your entries.
Little-known trick in Preview: open two pdfs in two windows, display thumbnails in the sidebars, and you can copy pages from one document to the other by dragging the thumbnails. You can also delete a page by deleting the thumbnail.