Recently, I've been frustated with MATLAB's movie making capabilities - it generates HUGE avi's or avi's with fairly horrible quality compression.

Best solution I've found is to use ffmpeg, a freely available mp4 encoder (among other things...) A version for windows is attached to this page.

In MATLAB, the commands to generate a movie are then:

max_time = something;
FPS = something;
timeframes = floor(max_time*FPS)+1;
h = figure();
time=0;
videoname='test video';

for i=1:timeframes
    plot(something);
    F(i) = getframe(h);
    time = time + 1./FPS;
end
movie2avi(F,'test.avi','compression','None','fps',FPS,'quality',100,'videoname',videoname)
clear F
!ffmpeg -i test.avi test.mp4
!del test.avi

I've also had some issues with these movies looking funny in Windows Media Player (the colors were offset from their intended positions...) This may be a codec issue specific to me, but using Quicktime instead works fine.

• ffmpeg.exe: ffmpeg v0.4.9 - built on Feb 22, 2005