#2
Watch more closely, and consider the angle. It's too far from the headstock, and it doesn't move when the headstock moves. It's someone else holding a camera.
I know for some of the dweezil zappa DVDs they got a very small camera and just clamped it to the headstock, but you wouldn't want to do that with anything heavy.
#4
If you want THAT

http://www.youtube.com/watch?v=zvoeeq-BH4w

listen to Roc8995. A small camera (webcam, but preferrably in the shape of a pen so it's easier to adjust) will do the trick. It looks really cool too

But if you're recording a guitar lesson or something you'll probably want to use a regular camera like the guy in your video and place it on your desk or something, because that way people'll get a better view of the notes that you're playing. Adjusting a camera on the neck won't do that for you

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#5
Maybe something like those wireless spycam things you can get for RC planes?

http://www.raidentech.com/72p-942-safetycam.html

Not too different to a webcam.

thats what I'd do, and somehow secure it to the headstock.
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I Play the Bagpipes.

they actually are a pleasant instrument.