This will give you a quick headsup about your question. :)
Colin Donohue: Yeah not so much on seo correlations/weight for self hosted.
Colin Donohue: My focus of inquiry is overall site authority/discoverability not videos in search results.
Jon Tromans: Facebook give a small reach increase for hosted video's rather than just links to YouTube..... good for discoverability, exposure which is good for SEO....
I personally self host my videos on the website as it lets me go higher quality and add interaction (Camtasia). The down side I guess is that video hosting services can provide faster streaming world wide. And my cheap shared hosting will have low limits.
I also upload my videos to YouTube to get them in that index and social system.
Colin Donohue: Yeah, in terms of SEO benefit to general site (as content assets) it seems like self-hosting would be substantially better as it's original content of sorts. ;
Youtube can send signals if G+ is linked and site verified as linked with G+. ;
Vimeo just seems like it would provide zero-ish benefit to the overall site. ;
Edwin Jonk: Keep in mind that the search on YT is huge. So I would go for YT and markup my page.
Colin Donohue: Videos would be private, not searchable.