If you delete them from photo stream they will also be deleted on your other devices. To keep them on your iPad, save them to the camera roll (open your my photo stream album, tap Edit, tap the photos, tap Save to Camera Roll). To keep them on you Mac, go to iPhoto>Preferences>Photo Stream and check Automatic Import. You can confirm that they are saved in your iPhoto library by clicking on Photo Stream on the left sidebar of iPhoto, open your My photo Stream album, then control-click on your photos. If the pop-up says "Show in Library" they are safely stored in your iPhoto library. Then you can delete them from your phone and they will remain on your other devices.
To import videos, see http://support.apple.com/kb/HT4083. If you only want to delete them go ahead. Photo stream doesn't sync videos so this will have not impact on your other devices.