While I haven't tried them all, here are a few things I've learned using the more popular ones.
YouTube is probably the most popular although I'm not high on it for several reasons. First, YouTube limits the file size of the videos you post. Limited file size = limited duration. Meaning - most YouTube videos are no longer than about 10 minutes. Second, after your video is uploaded, YouTube arbitrarily selects a frame from your video and uses it as a thumbnail for the video. The results are often less than desirable.
Finally, the YouTube user agreement is onerous. Before you can post a video to the service you must agree to grant YouTube a license to modify the uploaded material for any purpose. Not good - yet another overreaching corporation.
Google Video lacks the file size limitation imposed by YouTube although it also arbitrarily selects a video frame for your video's thumbnail. Google's user agreement isn't as onerous as YouTube's (which is strange because YouTube is now owned by Google).
Currently my favorite is Blip.tv. Like Google there is no file size limitation. You may also designate a thumbnail for any video you share and the user agreement is acceptable.
In addition, Blip.tv provides users with a distinct URL for their show page. A show page features all of the videos you've uploaded. (YouTube offers a similar feature known as a channel, but the file size limitation and creepy user agreement make Blip.tv an easy choice.)
Each of these services is free to use and all enable you to embed your videos within any web page. Here's a piece I created and distribute via Blip.tv