Record Skype video using a Skype recorder like Replay Telecorder for Skype (if you want to record both parties of your video call).
See the following thread for more: Skype Video call recording: How to record both parties

You can also use screen video capture software like Replay Video Capture (if you only want to record your video call partner).

And then use audio/video converters like Replay Converter to convert to the format that you need (like iPod, iPhone, BlackBerry, MP4).