For people who pay by the kb -- the best way to move videos is to download them to your pc and then email them (assuming you are trying to send them to someone else)
If you want to send them right from your phone to someone - you'll need to have your email configured on your phone and send it as an attachment.
The file format most phones use is 3gp. You can open and view these with apple's quicktime player. There are free converters as well that will convert from 3gp to something like wmv (windows media video) or other common formats.
Also - youtube has a setup where you can email directly to a youtube email address (customized for you) and your video gets automatically uploaded as a youtube video.