Get the best quality sound you can and the best jpeg images put them on a nice full colour A5 leaflet with the cd attached.
Costly but effective. Tom Bliss had one circulating a while ago (maybe still does) but a nice pack with all the info in is the best, oh and links to your myspace page good too.
People don't/won't/can't download or play videos so just music is much better.
Make everything as accessible and eyecatching as possible 'cause people are basically lazy and don't want to do all the work.
This could be a really great thread for thoughts and useful info.