Even though you are adding great and interesting content to your SWF files, it is important not to go overboard. Sound and video can very quickly fatten up the file size of your application. You have to make sure that you budget what media you add to the SWF file, and ask yourself whether the files are the best use of the file size and bandwidth you will need to devote to the presentation. It might be the best way of communicating a message, but there might be another similar way of getting the same job done that ends up saving you 800K, for example,.
Some video files are not practical to deliver over the Internet. The larger the frame size, the larger the file, and the larger the file, the longer the download. Please do bear in mind the old adage, just because you can, doesn't mean you should. To that end, if you must use video over the Internet, then you should control all elements you can control for that will keep file size down. One of those elements is frame size. Digital video with a frame size of 640 x 480 pixels delivered over the web is not unlike shoving an elephant through a hollow coffee stirrer. You very well may be able to do it, but it's going to take a long, long time. Something smaller, such as 320 x 240 pixels, might be a better move. If you have to deliver high frame sizes, you should consider deploying over CD-ROM. One day, these considerations will be vaporized, but until the technology brings us to that day, less is more. Unless it's peanut butter swirl ice cream. Then less is just wrong.