I prefer an integrated solution when it comes to downloading videos from the Internet. Integrated in this context means that the browsing for videos and downloading should be handled in the same application. External video downloaders have their advantages on the other hand, and there are certainly users who prefer to use a separate program to download the videos from the Internet.
All Video Downloader is a handy tool for Windows PCs that can download videos from more than 280 different video portals. The list includes the whois who of the online video world, from Youtube and Dailymotion over MSN Video and MySpace to Megavideo and Nationalgeographic.
The software supports single and batch downloads from video sites. Downloads need to be added manually in the form of urls. The easiest way to do that is to copy and paste urls into the application.

One advantage of All Video Downloader is the ability to convert videos after download. Available output formats and containers are avi, mp3, DVD, iPod and other device compatible formats or mp4. The convert is based on FFmpeg and offers a lot of advanced output options.

All Video Download is a handy application. It could use an option to monitor the clipboard for supported video urls to optimize and speed up the process a bit.
Interested users can download All Video Downloader from the developer site. The software supports plugins, explanations on how to create plugins are offered at the website as well.
A browser integrated alternative is the excellent Download Helper extension for Firefox which supports even more sites.
A software alternative is the excellent Freemake Video Downloader which in its latest version supports more than ten thousand video hosting sites.
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The latest version of DownThemAll (FF addon) has the ability to grab video links and add to them to your download queue.
I have been using this DTA for about 3 weeks now and I have not run into a site that it can’t grab. With the ability to add to it’s download queue that supports multithread downloading, it really is hard to beat.
Unlike Martin, I prefer to have separate apps for downloading and converting – it allows me to choose the right tool for each component; somehow the all-in-ones never manage to do the same quality job of specialty tools.