Those are thick film power resistors in a TO-220 body.
Note that they are very small, and can ONLY dissipate rated power with an attached heatsink. Quite a good heatsink is needed, at that!
AvE is also fond of simply stringing a bit of wire underwater (which if I'm not mistaken, is also shown in the same video?). This has the downside of not being insulated from the water, so chemical reactions occur, corroding the terminals.
Those metal-body resistors also need heatsinking. They are constructed exactly the same as the TO-220 kind: a metal resistor element, glued onto a metal heatsink connection. Without heatsink, they are only good for 20-50% of full ratings.
The cheapest, most reliable resistor you can get, is still the ceramic body kind. They will gladly operate up to red hot (>400C), though they won't last long under such abuse. Max service temp. is 100-150C higher than anything that contains plastic (like the above resistor types), so they can dissipate much more heat in the same size -- you don't need to use them with a heatsink. And they're priced nearly the same, so there's no reason not to use them!
If you find you need an oddball, low-ohm resistor, say for testing a high-current power supply: the best solution is to buy some stainless steel or nichrome strip, and string it up between bolted connections. Stainless steel makes an okay resistor material, and can glow red hot without getting more than tarnished. Plain steel makes a poor resistor because its resistance increases dramatically as it heats up. (Nichrome is best, having almost the same resistance between room temperature and red heat. Stainless is so-so, but a lot better than plain steel.) Definitely avoid galvanized steel, which will release zinc fumes if it gets orange-hot!
Tim