Below every video on youtube are some buttons. Click on the one that says 'share' and you will see the link or url code. Click on embed and you will see the embed code. You can use either for posting videos in your your profile. Just copy the code and paste in videos in your profile.
To post a video so the actual video can be seen in a thread use the embed code to paste in the thread. If you use the link/url code that only provides the link to the video at youtube.
It is basically the same for other video sites, except the embed and link codes might be in different spots.