Lightboard
I build a lightboard at home last summer in order to give my classes (this was inspired by Ivo Vekemans - here's an example of him lecturing). I recorded three whole classes so far, and a bunch of seminar talks. Here's a talk of mine. Overall, I'm very happy with the setup.
Advantages: the result is really beautiful to watch.
Disadvantages: This lightboard essentially uses up a whole room. Also, it's a bit time-consuming to clean the board (if you don't clean it well, it leaves lots of shiny smudges). This makes it essentially impossible to give live talks on it.