I was recently asked to enhance a site with some embedded video. The specifications of the project required that the user be able to choose between QuickTime or Windows Media formats for each file.
My goal was to make sure that the media would run properly in Internet Explorer, Firefox and Safari. Most of the tutorials I encountered detailed various basic implementations of "object" and "embed" tags that did not end up meeting my requirements.
Finally, I found a web application from the University of California that automatically generates HTML to easily embed your video format of choice (Windows Media, QuickTime, Real Media, etc) in a cross-browser compatible manner.
Check out the Embedded Media HTML Generator for yourself.