Steve is a swim coach and analyzes video of swimmers for training purposes. He then uses a telestrator to show them. He uses Kinovea, which is a free, open source product. Leo says that's really cool and is a great tool for coaching.
Steve would like to record his screen along with audio, but he's been having mixed results at best. Leo says to get the best results, he should record himself and then use video editing software to do picture-in-picture after the fact. ScreenFlow for the Mac is the best option. On PC, Leo says Camtasia. It's not cheap, but Adobe Connect will do it. They offer a 30 day free trial. FRAPS is also a possibility, but he says this was choppy.
The chatroom says XSplit is a good option.