This morning I started thinking about how to help someone who had trouble exporting video from Processing. One hour later I had this proof of concept working:
https://github.com/hamoid/Fun-Programming/tree/master/processing/ideas/2015/01/streamToFFMPEG
It allows you to build a video by adding frames one by one. No need to save all frames first and then merge them into a video. It uses ffmpeg and pipes. In this demo, you can hold the mouse down to record. You don't need to record everything as one long segment: you can observe and when you see something interesting happening, hold down record (ok, I have to admit you won't see much exciting happening in this demo :-).
It will have to be adapted to Windows and OS X, and it should be configurable (bitrate, video format, etc).
But maybe it can be useful to someone already.