As was already mentioned, shorter videos are better. It can keep up your engagement. One bad example is Microsoft virtual academy. I wasn't able watch neither one full video. Udacity of tedx or coursera are good examples.
Also if its very interesting topic i am taking some notes. Pencil and paper should improve memorize process (don't have citation right now, writing from mobile) but my font is terrible and slow (if it has to be readable) Electronic notes are much better for me, i can search, format, paste screens and diagrams, even from screenshots video.
If i am watching tutorials, am doing all steps in parallel. Very often with google at next screen due to different version , syntax, whatever.
After all i am taking notes with step-by-step procedure what and how i did it. Sometimes also with description why.I prefer videos with transcript. Not all videos or parts are interesting or valuable for me.
As was already mentioned, shorter videos are better. It can keep up your engagement. Ona bad example is Microsoft virtual academy. I wasn't able watch neither one full video.
But everyone have to find own way what is best way for him.
I'm not a fan of long video series myself, so I tend to prefer something like Udacity where the videos are shorter but you spend more time doing challenges. Lynda.com also has shorter videos compared to something like Pluralsight where the videos are a lengthy investment but cover a lot of ground.