This Thing covers screen-capture and podcasting; I've chosen to focus on their use as instructional tools for use by information professionals as this would be the purpose I would primarily use them as.
I quite like screen-capture as a method of instruction, and sometimes use it in lieu of slides when discussing processes and theories. I have used Jing (without the sound components it allows for) in a recent presentation, which went okay (aside from the .swf file format resulting in the PC I was using questioning whether I believed the file to be safe upon opening it), and quite liked it. The 'sun' interface was effective and relatively unobtrusive (though I chose to remove it from my start-up programs as I won't use it that often), and though I didn't feel the need to utilise the cloud storage system which comes bundled in with the Jing account I can see that it represents a useful feature. Jing is currently being used to create screen-caps at work, and my colleagues have have reactions ranging from the positive to 'meh' (when compared to functionality from paid-for rivals), so I imagine it is likely to be something I continue using in the future.
Podcasts, then. We currently have (well-promoted) podcast tours of our libraries which have had very poor take-up (and which were comically out of date when they were checked before the beginning of the academic year), which seems to suggest that this medium is not immediately desirable for users. I'm unconvinced that walk-throughs of databases etc. are well-served by the medium either; you may as well include video too and provide a fuller explanatory resource. Whilst they remain an interesting potential tool, I'm unsure exactly what niche they fill in terms of information skills development and library usage.
I'm quite keen on listening to podcasts (though the audio quality of some non-radio ones is frankly pretty shocking; 'Squeecast', a geek-oriented 'round-table' discussion, sounded like a badly-recorded phone conversation the last time I tried it - I lasted less then 5 minutes). I feel quite strongly that the smaller the number of concurrent voices included (with an ideal of 2-4) the better; this avoids confusion as to who is speaking, but also allows the podcast as a whole to 'gel' and seem less like an argument with participants forced to talk over each other to get their opinions heard. As may be suggested by this preference, I tend to opt for unscripted, 'as-live' podcasts over strongly-planned, point-by-point recitations of scripts - if you're going to do that, for my mind, you may as well just write it down and be done with it. From this, I would suggest that lecture-style content is more suited to delivery via podcast (and iTunes U) than seminars or larger symposia discussions.