I use this
Free & easy to use.
'YTD Video Downloader allows you to download videos, including HD and HQ videos, from dozens of sites and convert them to other video formats. The program is easy to use--just specify the URL for the video you want to download and click the Download button. The program also allows you to convert downloaded videos for iPad, iPod, iPhone, PSP, Cell Phone, Windows Media, and XVid, or play video that you have previously downloaded or converted.'
VLC Media Player will play virtually anything & has the ability to capture individual frames with a single click . it , too is free