No How. You already have it!
Where? In your cache. Indeed in your browser cache. Just rename temporary file in cache directory.
How it happens? For example, looking crazy cats video
when you see YouTube player slider at the end of video clip position - it is already downloaded to your computer!
Indeed not the slider end position but thin red bar end position.
Like this:

I use Mozilla Firefox. Cache files are located here:
Full path in this example:
C:\Documents and Settings\USER\Local Settings\Application Data\Mozilla\Firefox\Profiles\slwepdcu.default\Cache\
Just rename proper file to something like my_movie.avi, click it and test the result in your movie player. If it's all you expected - save and enjoy!
P.S.
Of course, file names in cache directory will be different from the example above.
Usually I mark time value starting looking YouTube video and then check it while finding file in cache directory.
Just try to rename to avi (or swf) some files with time creation stamp close to your mark.
Everybody can get any video from YouTube without extra efforts and extra software!
Check your cache sometime. May be there are more something useful...
Save Your money instead of paying for extra software in World crisis conditions!

