I've taped quite a few things at WDW. In general, if they don't want you videotaping, they will usually have signs posted and will almost always tell you verbally before the ride/show.
Generally, they won't let you film shows or rides with a movie screen like PhilharMagic and Star Tours. Other shows like Festival of the Lion King or Flights of Wonder, they don't care.
Oddly enough, I've never seen or heard them say you can't film on any of the roller coasters other than to say to secure all loose items. I've seen countless people with camcorders on Expedition Everest, Rock 'n Roller Coaster and Big Thunder Mountain Railroad.
The only major thrill ride I've heard them say not to film is Twilight Zone: Tower of Terror but I filmed it twice before hearing them say this. I haven't filmed it since but always listen for it and they only seem to say it half the time on this ride.
Another note is that for courtesy of others, they do ask for you to turn off any external video lighting.
-steve