Video's are easy to add to a website--- simply host on one of the major video hosting sites and you can embed directly into your webpage any movie whether it's a short video demonstrating your business, services, and products or a how to video so customers have a reference on how to use your product once they get it home.
If you're a retailer, many manufacturers offer product videos that you can mine and embed right to your site to help demonstrate and sell the products you need to sell the most. Just copy the code and add it directly to the coding of your page.
There are a couple of things to keep in mind when posting videos and the most important is to resist the temptation to have the video auto play as soon as your customer lands on your page. Give your customer the option to play the video by providing a full range of controls and leave the customer in charge of when or not to play.