DownloadHelper is a Firefox add-on, which is very handy tool to save YouTube-videos and other multimedia material from web pages. It has conversion utilities built-in. You can always download the files, and in most circumstances also convert them to format that is more to your liking (e.g Flasf-video to mp3).
Downloadhelper is not totally fool proof, and it is not always able to convert the downloaded material. This means that you might have to do the conversion yourself using ffmpeg or mplayer. But at least, you can download them.
UnPlug add-on is handy tool to find out exact net address to download video/audio-streams with other tools.