JMO, of course, but I like the way the Buffy Music Video Database handles the links. Link to the main vid page. That allows the viewer to see what else is up there, and it discourages "click and stream" viewing, which eats up more bandwidth (ultimately) than the tried and true "right click to save."

Great idea, and I know you said that you wouldn't do this, but I'd like to second that it is also a great idea to link to the vidding community LJ, which doesn't see nearly enough action.