I made my first powerpoint movie last week, on building RESTful services with FUSE. It's part of the FUSE Master Class, and has been posted on open.iona.com wiki. I've presented that material at a number of places now, but there really is something very challenging about presenting to nothing but Camtasia on a dusty laptop. Not having an audience to feed off is unnerving: I found when I did a playback that there was an irritating amount of "ommm" and "ehhh", and I ended up doing a lot re-takes.
In the end, I settled on writing a script for my narration. Reading from a script does take a bit of magic out of the delivery, but you can still improvise around it and it saves a whole lot of time. Also, I filmed segments of no more than 4 or 5 slides at a time. This keeps you on track and allows you to redo stuff quickly. I have a hunch it also saves on edit time trying to edit large tracts of movie.
Camtasia's an OK tool - this being my first time doing screen capture I don't have any thing else to compare with. I do drool with envy at my colleague's MacBook Pro: Apple's "Keynote" provides built-in support for "filming" your powerpoint, and then you can use i-Movie to edit in talking heads to minimise the "death-by-powerpoint" effect and add a little character. Gotta get me one of those machines :)