To me it depends on what usage scenarios you are going for.
If you are only interested in having users view your videos in the browser (and perhaps don't care as much about video quality), then FLV (flash) videos would be the way to go. The Adobe Flash plugin is fairly ubiquitous at this point, and "just works" from most users' standpoints.
If you are concerned about any blockiness or graininess in your videos or if you would like your users to download them, I think one of the other formats you mentioned (MOV, WMV) would be better, though they do require less-common plugins... and past that, sometimes the markup used to embed a video for one browser does not work for several others. Browsers have gotten better with this as of late, but it's still nowhere near the ease of use of Flash.
You can allow users to download your FLV movies too, but unless they're encoded with higher bitrates/settings, they still end up as grainy and blocky as they look in a browser. (And will take longer to buffer if streamed that way.) Oh, and many users do not have convenient ways of playing the downloaded FLVs (though codecs and players do exist).
There are pros and cons to each option really; I hope this helps =)