Hi Bruce,
I agree with Dana
&
I would use the C name as you will force people to your site I like the way it looks as well I do a vid.blueprintmarketing.com
as a cname for Wistia
the SEO Embed makes a sitemap so google can see your video & rank you for it.
http://wistia.com/doc/video-seo#embed_video_using_the_seo_embed_type
Hope this helps,
Thomas