There is almost not website out there that does not have some sort of video or other types of media such as images. The internet has significantly changed from the 90s. All websites are very full of rich media. For this exact reason web hosts are having a tough time keeping up with the demand. For example video is by far the heaviest for of media today. If the owner of the website wants to start hosting video on his site he would either have to host them on Youtube or he can also choose to upload them directly to his web space. This is sometimes frowned upon by shared hosts since it eats up a lot of space and bandwidth. In case like this they recommend the user get a cheap linux vps server. With a vps server the resources are not share amongst a bunch of users so they really don’t care why you load from it. However this is not a full solution. If you have a considerable amount of traffic your site will be slowed down by the loading of video files. We is recommend in cases like this would be a video CDN. They can do all the heavy lifting for you. They also would be able to stream your videos over RTMP instead of just regular HTTP. This would result in much smoother playback.
All in all its just a matter of informing new webmasters of how to properly go about loading their media.