I can speak over the video as I am recording it pointing out things they need to pay attention to and also make sure they see, on their screen, what I am showing them. Terrific way to support end-users.
Personally I use Camtasia but, that's me. Their are a lot of very good screen recorders in wild and this article covers 10 of them.
If you find yourself needing or needing a BETTER screen recorder check out the article below.
You might find just what you are looking for.
If you would like to check out Camtasia, click here. Fantastic piece of software.
Oh, and just so you know. TechSmith also offers a screen capture utility called Snag It. Snag It (much cheaper than Camtasia Studio) has a basic screen recorder built into it also. For fast and easy screen recording that's what I use.
If you are interested in checking out Snag It, click here. The new version is just incredible.