Google has the answers!
9,510,000 of them.
Hail!
Lot’s of options: http://www.quickonlinetips.com/archives/2006/10/the-amazing-youtube-tools-collection
I suggest KeepVid.com
It downloads the YouTube video into a nice .mp4 (MPEG 4) video file onto your computer. mp4 is supported by iPods and many video players so you usually don’t need to convert either, which is nice.
Try this program, i thought it was pretty good.
http://youtubedownload.altervista.org/