The actual process of filming your YouTube video is no different from how you would normally shoot a piece of footage for the site. If you're aiming for high-quality videos, you'll want to make sure that your can shoot at a resolution of at least 1280 by 720 pixels. And if you want to avoid unpleasant resizing farther down the line, shoot your videos in either 16:9 or 4:3 native format. The former will fill YouTube's widescreen video player perfectly, whereas the latter will force YouTube to introduce black letterbox bars to the sides of your videos.
Finally, be sure that you've thought out the location for the annotations that you'll be adding later to your videos. Shoot your videos with enough room so that the clickable rectangular annotations can appear without overlapping key video elements.
Annotations stay in one place, so don't expect to be able to use them to overlay a critical prop such as a moving car or bouncing ball. Also, annotations can't exist past the length of a YouTube movie. If you want to slap them at the end of your film to give users a choice of new clips to watch, let the camera roll for a good chunk of time after the scene has ended so that viewers have enough time to select their option.