Ok I dont mean to steal anyones thunder but here is my two penny's worth
Its quite useful to, I have only been unable to get a couple of videos.
Ok the first one is this very nifty tool
Ant ToolbarNow do not be put off by the fact that is is a toolbar, NO POP-UP's OR ADVERTS!
Seriously its purely a toolbar and when you are on a page with a .flv or youtube video is available simply click download and it will download it!
Screenshot picture

The other nifty feature is the built in Player too!! It opens all the downloaded videos in ec=xplorer with a media player style playlist on the right hand side, Just click the video of your choice! SIMPLE? DONT BELIEVE ME? TRY IT! (no I do no have any affiliations with ant.com :D)
It also has versions available for firefox, MacOS and linux too!
QUOTE
Download videos from a variety of streaming sites such as Youtube and save them to your hard drive.
Flash video player integrated to your browser : you can instantly play the videos you have downloaded, even if you are not connected to internet.
Easy way to build up a list of your favorite videos, from several sites, in one place.
Search with Ant.com directly from the toolbar.
Contains no adware or spyware, and is totally free to use.
Download count: 495,650 times.
The other tip is a software version:-
This is a excellent tool! Seriously it will work on masses of sites, It even has a built in video converter! It will also download and convert in a single click, It will convert to masses of various formats!
ATube CatcherThe other bonus is its freeware!
Screenshot

A review info guide thingy!
QUOTE
aTube Catcher is a simple application that allows you to download videos from YouTube, XTube, Dailymotion, MySpace, Stage6, Google and export to many formats (MPG, AVI, MP4, 3GP, 3G2, WMV, PSP, MOV, FLV) with the quality that you choose, also has templates, so you can encode your videos to standard formats as DVD, VCD, IPOD, PSP, etc. Supports "Authentication" in YouTube, so you can download private videos (of course, if you have athorization).
Not only you can export the videos from YouTube, XTube, Dailymotion, MySpace, Stage6, Google, also you can convert/recode any video or FLV (downloaded from other site or with other software) to the mentioned formats. YouTube Catcher also can download and encode any FLV if you provide him with the direct link.
You can set the encoding options such as size, framerate, aspect, video codec, fileformat, audio codec, audio sampling, quality, motion search, etc.
Now includes Batch file processing, just paste the links in a plain text file, and YouTube Catcher will download all the videos to the specified folder, you will not have to wait one by one anymore.
It is recommended download the additional MPlayer package to view the output videos, if you download that package you will need DirectX, Windows XP includes it but if you have an out dated version of Windows (like 98) then you will need update your DirectX.
Well I dont know how helpful this is guys but I found these are two of my greatest weapons against the sites!
:D
Enjoy!