Big thanks to Zmin, who enlightened me that there's even better options to download video from site such as YouTube.

I DSK-ed, and found an exciting tools, yes, better share it out

It's called VDownloader 0.61

Using the software is easy, but I'll share the personal preference below:

1) When you launch the software, go to Download section and select "Output Format" as "ORIGINAL FILE (NO Conversion).

The default setting is "AVI", but I don't like it because it:
i) Generates larger file
ii) Conversion takes time, I can't enjoy the movie instantly


See the bigger picture below :)

Then, proceed to SEARCH section, and search for a video.

The result appears, and as an example, I just double click on the first result - Sophie's Me and My Imagination

Here, I only focus on YouTube (i.e. I deselected all the other sites option, as shown in the picture).

And the download window will pop up!

Last but not least, et voila! The downloaded file in .flv, hot and ready to be playback :)

Look, you don't have to rename the file from get_video to bal blabla.flv, like in the Keepvid.com

Installation Guide:

1) Download from SoftPedia

http://www.softpedia.com/progDownload/VDownloader-Download-51327.html

2) Extract all the files to a folder.
3) Create a shortcut of VDownloader.exe in the deskstop if you wish
4) Run the VDownloader.exe
5) Enjoy