Amit Agarwal wrote a great guide to using Windows Live Writer, my favorite off-line blog post editor. I learned quite a bit from this post, including the fact that you can just paste a video's embed code right into WLW normal view. WLW will automatically notice it's embedded code and treat it accordingly.
Amit also talks about the new "links glossary" feature which I didn't even know existed. If you're a WLW user, be sure to read this post.