Some Stack Exchange sites, like Super User and Gaming, would derive large benefits from having some sort of YouTube integration.
I'm not suggesting having embedded players in pages. Rather, I'm thinking of the kind of support chat has: a static video snapshot, with a play symbol overlay.
The suggested syntax is an extension of the linking one:
[Rickroll][1!] [1!]: http://youtu.be/EK2tWVj6lXw
Standard markdown parsers will ignore the exclamation point inside the link name and simply fall back on displaying a plain vanilla text link. The short URL is used to simplify parsing (optional) and can be extended to a full URL (which then allows you to do all sorts of neighborly things like passing the appropriate feature
parameter).
I'm mentioning YouTube specifically because other sites, like Vimeo, restrict gaming videos or application recordings. Other SE sites, like the upcoming Graphic Design, could do with additional sites, however.