Flash is your best bet, or rather FLV. For Flash enables your videos can be viewable on most operationg systems and web browsers.

As I know, Flash MX 2004 has an encoder that can convert videos to FLV. You can use it to convert your videos to FLV files, and exported them to a SWF file. However, that’s too technical. You can use Moyea web player PRO - http://www.flash-video-mx.com/web-player-pro

It is a flash video player maker that provides quick and easy solution to add videos to web pages and produce the html page with the embedded skinnable flash video player to put on your website as well.