Video Capture - Before or after completion?

I've decided to spend some of my free time putting together video reviews for games, and I'm curious as to whether or not I should capture video while playing through the game initially, or wait and go back through for the highlights.  What do you guys think?

I would think it would be hard to capture video of useful moments unless your filming it constantly.. which is a huge waste of computer space.
 
Why not just play through, but every time you go to save, save in a different slot, so by the end you have a bunch spaced out by 20-30 minutes, then you can capture video from the different parts of the game that you wanted video from. Or, after a particularely cool part, you could simply save in a new slot, then load the old save and record video playing through it again.