Well, you should host your video on vimeo or youtube regardless of the platform of your own web site. The bandwidth costs if your show is a hit will kill you.
Also, a unique name has nothing to do with SEO. Say your name was something super unique or a made up word - Advantavideo. No one will know to type that in unless they know the name first.
SEO works by using keywords similar to competitors and trying to outrank them for those keywords. For example, if you had a mafia action type web series, you might want to market to people who watch Goodfellas clips and the like. Keywords might be... action, mafia, capo, cosa nostra, sicilian, short, film, webisode, scorcese, etc.
However, if you keyword STUFF and use keywords that have nothing to do with your video you will get a high BOUNCEBACK rate. That means people watched your video briefly and clicked away. The more that happens, the more those keywords might hurt you.
KissMetrics has a great free guide to keyword research. Instead of competing against other sites, think about competing with other videos.
