Embed a video in Lightning / Salesforce Experience

I’m trying to figure how one would embed a video in Salesforce Lightning or a Experience/Community. I’ve seen a few post that indicate possibly creating a custom component or using a template field to iFrame & embed the video. Given Lightning blocks iFrames, it seems like there would be another step to put the Skuid page into Visualforce vs. using the Lightning Component.

I’m wondering if there is a best practice for embedding videos in Lightning?