Vimeo.com is an excellent service for uploading your sermons and full worship services to for viewing. They are very affordable and have a great exposure for people to find your videos online. The instructions here are for developing a video gallery inside of your FinalWeb website. These instructions can be adapted for a number of different hosting platforms.
In the Faith Lutheran (River Falls, WI) website (pictured to the right) you will see the Video Gallery that has a text section at the top to describe the page. Then the second section is the gallery, this is a text object by itself separate from the title section. You could just put the code in the same text block, but I find in FinalWeb it is much safer to separate the blocks. If something goes wrong then it is isolated to the single block. You can also create a column with a section on the left or right, or add another closing section below the gallery.
How To Instructions:
If you are handy with CSS, you can make changes to the style section to format it better into your website. There are also a number of Vimeo arguments you can tweak to make the player work better on your specific site. This text returns as many videos as the API returns, you can change the parsing of the for (var i = 0; i < videos.length; i++) line to adjust for that if you want less videos to return.