For these specific Vimeo video files, they are in HD, so the file size is bigger than most you might watch on YouTube. I also think that YouTube serves video based on connection speed, so you will get a lower resolution video if you have a slower connection speed.
Watching streaming HD video can be a challenge, as smooth playback is heavily dependant on your internet connection speed. If your connection is not fast enough the video will continually buffer, which makes watching the video a pain.
For the majority of videos that I am interested in watching, I normally download them, opposed to watching them online.
If you cannot right click and download the video directly, there are numerous online video download sites that will enable you to get the video file.