If you don't mind hosting the videos yourself, especially if you created the videos, there are also many more off the shelf options to handle this for you. Even HTML5 has specs for playing video within a browser without the need for third party scripts or plugins.
I would also suggest checking out CodeCanyon, as they have a bunch of Wordpress plugins that can do this, as well as non-Wordpress solutions too.
I believe Youtube does give you some options to control the appearance of the player too, but they are buried away in their setup instructions.