When I embed video the video is very small on my page and only sits in the centre, no matter what I do. I have fiddled with all the media settings to try to get it to stretch across the width of the page but nothing seems to work.
Any advice on how to embedd using the embed code and not the URL?
Instead of using the embed code, you should use the WordPress.com Vimeo shortcode to embed the videos. You can change the size setting using the shortcode. This page explains how: http://en.support.wordpress.com/videos/vimeo/