For youtube, you can have clipconverter script for greasemonkey plugin, or YouTube Center plugin: http://www.clipconverter.cc/addon http://extension.maxthon.com/detail/index.php?view_id=1201
For dailymotion, you have the resource sniffer tool at the toolbar, and you can also right click the video and choose "save as".
Not sure about the others.
Of course, it will be great to have the download button work for all videos.