If you want a clip from a video-sharing site like YouTube or break.com, one super-cinchy way is to plug the URL into KeepVid (keepvid.com). It not only downloads the clip for you but can also convert it into an MP4 file that will run on most video players. Several helper apps can do the job as well. If you're on Firefox, use the Tools menu to install the DownloadHelper add-on, which places a convenient video-capture button right on your browser. Or you can try Miro (free; getmiro.com), an open-source video powerhouse that helps you find, store, and organize clips (including many in high-def) and plays a host of different file types.