Movie Maker comes pre-installed on Home versions of Windows XP, Vista, and 7.
I never do the looping .GIF files with (most likely) copyrighted music, so instead, I record gameplay video's.
All console games have been recorded using a DVD Recorder, although I'm about to switch to EasyCap USB for Mac, since my DVD Recorder has trouble displaying NTSC and has pretty hard time displaying PAL60 (PAL50 works great, though).
For DS and GBA games, I'm using YH-NITRO-CAPTURE, a home made capture device.
The same maker of it is working on a 3DS version of the capture device, but before that's done, friends record 3DS games through an HD camera.
At this moment, out of the 1205 video's on my main Channel, only 83% are the ones me or someone else of our Team has recorded/captured.
The other 17% are Trailers, Commercials, and other stuff, send to us by Nintendo, SEGA, Namco, etc.