From all sorts of sources, books, magazine articles, martial arts discussions. I've always been a bit skeptical about it that's why I started the thread.
That's why it's important to get actual hands-on experience when it comes to learning a martial art.
Books and other such literary sources are best used as supplements for those who already have a goodly amount of actual experience. When used as such, they can help someone sharpen up technique that is already at a decent level.
Someone who is already at that level where he can benefit from the above mentioned media, has a much better chance of understanding what is mechanically correct, and what is not. Furthermore, he can also discard information that he knows is incorrect.
The newbie to the art will not benefit from such things, and could very well ignorantly end up taking garbage information as gospel.
When teaching someone how to use the sai, it's probably a good idea to forbid the new student from looking at videos, books, etc., until after he's had a good bit of live basic training, and is able to show that he can perform the techniques with proper mechanics.
It's also important that someone learning to use the sai start with a pair of sai that have at least a decent measure of balance to them. This is something that the newbie will probably not understand.
Otherwise, it's all too easy to end up with someone who tries to flip a sai by raising his elbow, or scrunching his shoulder, or cocking his wrist, instead of simply letting the sai flip out and back on its own with a simple, straightforward movement of the arm. Or, the above mentioned would-be practitioner might end up with poor synchronicity between the lower body and the upper body, leading to his use of only his upper body to perform his strikes.
To make things worse, the above mentioned hypothetical newbie might be trying to learn using a pair of junk sai like the ones in the video you linked. There are many times that someone found the "Daredevil / Elektra Sai Set" or the "Raphael Teenage Mutant Ninja Turtles Sai Set" on E-bay or at an Asian grocery store (yes, there are quite a few of them), and finds out that what his instructor told him won't work with horribly unbalanced pieces of junk, leading to his use of the above mentioned incorrect mechanics.
This usually ends up in having a difficult task of making someone unlearn bad mechanics in order to learn the proper ones, which will usually take more time than someone learning proper ones from the start.
To put it another way:
It's no different than a neophyte attempting to learn judo by watching a video, and trying to throw someone just using his hands and arms, while ignoring the critical use of the lower body in such techniques, and finding out that in an actual fight, his improvised judo mechanics are worthless. He might be thinking "but I grabbed the opponent in the same place where that guy on the video did, and I moved my arms in the exact same way he did too! Why doesn't it work?!?" without realizing that he missed many a critically important aspect of the basic, fundamental mechanics that would have easily been there with proper live training.