Avoid Vimeo but not because of SEO. Per their guidelines, http://vimeo.com/guidelines, they do not allow commercials and from everything I have read they can be very strict about this so if your videos come across as anything more than informational you may end up having to move hosts.
That leaves you with YouTube or hosting your own. Using YouTube is great because it puts your video into the second most popular search engine on the web, YouTube. Secondly, it allows you to embed a video on your site that Google already knows about so there is some SEO value for Google's search engine but it won't be any more than what you get from posting the videos with HTML5 with the proper tags.
That leads me to posting the video yourself. This is a great solution especially, if your video is going to be longer or 15 minutes, the current cap on Videos on YouTube. If you do go this route, make sure to check out http://schema.org/VideoObject so you know how to post your videos in a way that maximizes SEO.