Well here is what the problem is...there will not be an easy way to grab the video and place it in a custom player...mostly because those three example sites you posted went out of their way to make sure their player gets used...(probably for tracking reasons).
You can however work around this if you only want the container styling to match as it sits in a post where clicking it would actually be a call to embed and display the video container. This I can do with relatively speaking less effort.
What I mean is if you examine what happens when you try to get the actual video address form the embed code at megavideo:
has a embed value for the media url of:
but if you paste that in or click it , you get sent to
To reverse the effort of what they have done there would be super difficult for me (unless someone knows something about this I don't) and probably against their policy. I can't imagine them developing the scripting to do all the url rewriting and redirecting and whatever other fancy things they have going on there and not get pissed for people bypassing that.
So back to my idea of how to (assuming this is what is your end desire here) make video's from other sites not stick out like a sore thumb when not being viewed...if you want I can roughly mockup my idea for now...?