Video is sort of the foundation of what we do. I've created courses of varying styles of video - from screencast of a presentation, to a live demonstration, to a talking head, to animation, and even fancy combinations of those using editing software. Here are my best tips for video.
That's all for now. I'll edit this if I can think of more.
My main experience is with talking head so here are my recommendations for this kind of shots. Some of these tips may be more appropriate to more advanced users:
Good video quality is super important, so spend enough time trying different settings and asking for feedback. Once you record an entire course and realize your settings were messed up, you'll never do that again!
Final tip: good audio is as important as good video. Check out these audio tips in this post.