There is a right way and a wrong way to embed videos in your WordPress Posts and Pages.
Things have changed quickly and with the newest versions of WordPress 3.7 and 3.8 coming out shortly these changes will make embedding videos, music and pictures into WordPress even easier.
Today WordPress supports these multimedia services right out of the box:
James Maduk is the founder of WPBlogSupport.com as well as the author of the 62 Best Selling "Secrets My Mom Never Told Me About Internet Marketing" ebooks. James also runs WPGrow.com a WordPress Campus with Courses, Workshops and Certification for WordPress Bloggers who want to Start, Build and Grow there WordPress Powered business online.