You definitely want to go with Flash, MAC users and older browers can have trouble with wmv files and they can be very slow to download if it's a big file. Once you covert the wmv file to a FLV you might want to get a embedded flash player like the Wimpy Player (Wimpy Website Audio and Video) . They have several versions and you can select image thumbnails and skins. It also streams the video very well so file size ifs not an issue.

There are also some sites like dailymotion.com that you can uplad the file and just get the embed code.

Lou Amico
(Video Production Charlotte, NC)