I agree with the idea of including the video on both places - your site and on YouTube.
I would also recommend spreading the video around to other videos sites in addition to YouTube. Each one seems to attract a slightly different audience, so you never know what is going to get the most attention.
For our
www.foxxysports.com videos, we go to several sites:
metacafe.com
grouper.com
break.com
myspace.com
veoh.com
livevideo.com
and several others. We find that we get lost on YouTube, but on the smaller sites, it is easier to stand out and even be a featured video.
Good luck!