What's the best way to set up Firefox and Opera to play embedded video clips in a variety of formats?  I installed mediaplayerconnectivity plugin in Firefox and set gxine as the video player.  That allows me to click on a link and play video clips in a separate window, but not in-place, right in its frame on the web page as they were intended to be played.  I'm not sure where to get a plug in for Opera to even get that far.

Opera should use the gxine plugins from mozilla, I think (I used kaffeine).  Check you have the plugins in your path.  preferences > advanced > content > plug-in options

If that still loads into a non-embedded window you might need to change mime type settings to tell certain content to open via the plug-in.  preferences > advanced > downloads