- DotNetRocks TV
- MSDN On-Demand Webcasts
- Channel 9 Screencasts
- Mike Taulty's Screencasts from Microsoft UK
Especially Mike Taulty's screencasts are great. They have the highest entropy - tons of information in a relatively short amount of time. He exactly delivers all the facts I need to know - straight to the point.
I also try to save time when watching screencasts by switching to double playback speed in MediaPlayer.

With some concentration its possible to do so without missing any piece of information.