<p>I'd like a concise introduction to the different options.</p>

From
Wikipedia
Embedded in an SWF file
using the Flash authoring tool (supported in Flash Player 6 and later). The entire file must be transferred before playback can begin. Changing the video requires rebuilding the SWF file.[citation needed]
Progressive download via HTTP
(supported in Flash Player 7 and later). This method uses ActionScript to include an externally hosted Flash Video file client-side for playback. Progressive download has several advantages, including buffering, use of generic HTTP servers, and the ability to reuse a single SWF player for multiple Flash Video sources. Flash Player 8 includes support for random access within video files using the partial download functionality of HTTP, sometimes this is referred to as streaming. However, unlike streaming using RTMP, HTTP "streaming" does not support real-time broadcasting. Streaming via HTTP requires a custom player and the injection of specific Flash Video metadata containing the exact starting position in bytes and timecode of each keyframe. Using this specific information, a custom Flash Video player can request any part of the Flash Video file starting at a specified keyframe. For example, Google Video and Youtube support progressive downloading and can seek to any part of the video before buffering is complete. The server-side part of this "HTTP pseudo-streaming" method is fairly simple to implement, for example in PHP, as an Apache HTTPD module, or a lighttpd module. Rich Media Project provides players and Flash components compatible with "HTTP pseudo-streaming" method.
Streamed via RTMP to the Flash Player
using the Flash Media Server (formerly called Flash Communication Server), VCS, ElectroServer, Wowza Pro or the open source Red5 server. As of April 2008, there are four stream recorders available for this protocol, re-encoding screencast software excluded.
There is a useful introduction from Adobe here:
Flash video learning guide