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My son is a professional videographer. In his opinion (and mine), the only way to make videos viewable on any website is via YouTube or Vimeo. One should almost never serve video themselves. Just not a good idea as it is hard to get good, universally functioning video players, and it can be a speed killer for most any site.
Vimeo has more options for serving paid videos if that is required.
Depending on the kind of audio, there are other ways to serve that, too. For just a few, self-hosting might be okay. For musician music, there are services like Bandcamp. Soundcloud may be the preferred mechanism for serving general audio.
But in general, self-hosting, or even cloud hosting audio video is neither easy, nor necessary – unless this is paid content. Even among video professionals, it is considered perfectly acceptable to used Youtube or Vimeo.