It depends on how you do it, and if you know what to look for on the video.
If you video yourself running 9-ball racks, it is of little use unless you just enjoy watching yourself play pool.
The video's we do in pool school are set up to record a specific shot over and over from the same angle. Most of the time, you don't even see the balls in the video. We are looking for very specific movements, both good and bad, from the shooter.
If you don't know what to look for, it won't help a whole lot. If you have had a professional video evaluation done, then you understand what to look for. I suggest to most of my students to try and make another video like the one we do in school about 4 to 6 months after they complete pool school, where they can see how their fundamentals have developed. I video myself every few months, just to make sure everything is as it should be.
Steve